+642.7%
BX vs URA
+361.2%
+281.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.1% | -1.4% |
| 7D | -8.9% | -1.5% | -7.4% | -8.4% |
| 30D | -14.8% | -0.4% | -14.4% | -14.9% |
| 3M | +6.9% | +6.3% | +0.7% | +3.8% |
| 6M | +16.3% | -14.0% | +30.3% | +20.7% |
| YTD | -16.1% | +5.3% | -21.4% | -20.5% |
| 1Y | -26.8% | +11.7% | -38.5% | -33.7% |
| 3Y | +22.4% | +109.8% | -87.4% | -18.9% |
| 5Y | +16.0% | +108.0% | -91.9% | -25.8% |
| All | +642.7% | +361.2% | +281.5% | +190.2% |
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