+213.1%
URI vs BAH
+8.7%
+204.4%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.3% |
| 7D | +2.6% | -1.6% | +4.2% | +2.9% |
| 30D | +9.1% | +18.0% | -8.9% | +4.8% |
| 3M | +1.0% | +11.4% | -10.4% | -2.0% |
| 6M | +23.3% | +17.7% | +5.7% | +17.5% |
| YTD | +43.3% | +5.4% | +37.9% | +39.4% |
| 1Y | +35.9% | +2.8% | +33.2% | +32.8% |
| 3Y | +158.6% | -26.7% | +185.3% | +164.9% |
| 5Y | +213.1% | +8.1% | +205.1% | +170.6% |
| All | +213.1% | +8.7% | +204.4% | +170.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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