+1,150.0%
URI vs BAX
-34.3%
+1,184.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.2% |
| 7D | -2.0% | -1.1% | -0.8% | -1.6% |
| 30D | -12.9% | -5.5% | -7.5% | -11.3% |
| 3M | -6.7% | +33.5% | -40.3% | -16.8% |
| 6M | +19.0% | +35.9% | -16.9% | +5.0% |
| YTD | +25.5% | +35.4% | -9.8% | +9.6% |
| 1Y | +5.5% | +9.8% | -4.2% | -1.1% |
| 3Y | +111.3% | -32.7% | +144.0% | +131.6% |
| 5Y | +198.6% | -65.6% | +264.1% | +336.9% |
| All | +1,150.0% | -34.3% | +1,184.3% | +1,460.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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