+967.7%
BX vs URI
+3,088.5%
-2,120.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.8% |
| 7D | -4.4% | -2.0% | -2.4% | -3.6% |
| 30D | +0.1% | -12.9% | +13.0% | +5.9% |
| 3M | +16.0% | -6.7% | +22.7% | +18.6% |
| 6M | +21.6% | +19.0% | +2.6% | +9.3% |
| YTD | -8.9% | +25.5% | -34.4% | -20.8% |
| 1Y | -16.6% | +5.5% | -22.2% | -22.0% |
| 3Y | +43.3% | +111.3% | -68.0% | -2.0% |
| 5Y | +25.7% | +198.6% | -172.9% | -25.9% |
| 10Y | +689.5% | +1,179.9% | -490.4% | +122.0% |
| All | +967.7% | +3,088.5% | -2,120.8% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 all: compounded portfolio wealth divided by compounded URI 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…
all analysis · Full analysis span regression · 6 months rolling