-2.6%
BX vs URA
+25.3%
-27.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -1.9% |
| 7D | +1.8% | -4.1% | +5.9% | +3.3% |
| 30D | +7.9% | -19.0% | +26.9% | +16.2% |
| 3M | -9.6% | -25.1% | +15.5% | -0.1% |
| 6M | -2.3% | -44.5% | +42.2% | +19.9% |
| YTD | -19.3% | -24.3% | +5.0% | -14.4% |
| 1Y | -13.2% | -28.1% | +14.9% | -6.7% |
| 3Y | +33.8% | +40.7% | -6.9% | -3.5% |
| All | -2.6% | +25.3% | -27.9% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling