+189.8%
BR vs URA
+369.2%
-179.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | -5.0% | +5.7% | -10.7% | -5.8% |
| 30D | -2.5% | +5.6% | -8.0% | -3.4% |
| 3M | +13.5% | +6.2% | +7.3% | +11.9% |
| 6M | -9.4% | -8.2% | -1.2% | -9.2% |
| YTD | -23.3% | +9.7% | -32.9% | -26.4% |
| 1Y | -31.6% | +17.0% | -48.6% | -36.0% |
| 3Y | -5.1% | +118.5% | -123.5% | -24.6% |
| 5Y | +8.2% | +134.3% | -126.2% | -18.9% |
| 10Y | +189.8% | +377.5% | -187.6% | +64.4% |
| All | +189.8% | +369.2% | -179.4% | +64.4% |
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