+278.9%
BR vs URA
+277.9%
+1.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.5% | -0.3% |
| 7D | +1.9% | +2.9% | -1.0% | +1.4% |
| 30D | +15.9% | -10.8% | +26.7% | +17.5% |
| 3M | +13.7% | -25.5% | +39.2% | +18.0% |
| 6M | +31.0% | -41.2% | +72.2% | +40.4% |
| YTD | -12.0% | -21.3% | +9.3% | -11.7% |
| 1Y | -11.5% | -25.7% | +14.2% | -10.5% |
| 3Y | +14.9% | +43.1% | -28.1% | -2.5% |
| 5Y | +20.1% | +35.6% | -15.5% | -0.3% |
| 10Y | +278.9% | +281.3% | -2.4% | +119.3% |
| All | +278.9% | +277.9% | +1.0% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling