+147.4%
URI vs BAX
-19.9%
+167.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -9.8% | +12.1% | -21.9% | -12.4% |
| 30D | +1.7% | +7.6% | -5.8% | -0.4% |
| 3M | -9.1% | -4.5% | -4.6% | -8.3% |
| 6M | +9.9% | +52.0% | -42.2% | -3.3% |
| YTD | +31.2% | +35.1% | -3.9% | +17.9% |
| 1Y | +25.9% | +43.7% | -17.8% | +11.0% |
| 3Y | +147.4% | -20.9% | +168.3% | +139.7% |
| All | +147.4% | -19.9% | +167.3% | +139.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling