-31.0%
URA vs BUD
+85.2%
-116.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | +7.4% | -5.7% | +13.1% | +9.8% |
| 3M | -8.4% | +3.1% | -11.5% | -10.1% |
| 6M | -12.7% | +7.9% | -20.6% | -16.0% |
| YTD | +7.8% | +27.3% | -19.5% | -3.4% |
| 1Y | +19.5% | +37.8% | -18.4% | +3.2% |
| 3Y | +116.4% | +49.8% | +66.6% | +76.7% |
| 5Y | +134.3% | +43.8% | +90.4% | +91.5% |
| 10Y | +359.3% | -22.6% | +381.9% | +361.4% |
| All | -31.0% | +85.2% | -116.2% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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