+209.5%
URI vs BAX
-64.3%
+273.8%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.4% |
| 7D | +9.3% | +0.4% | +9.0% | +9.3% |
| 30D | +7.6% | +3.4% | +4.2% | +6.4% |
| 3M | +1.0% | -4.5% | +5.5% | +1.9% |
| 6M | +19.8% | +44.0% | -24.2% | +7.4% |
| YTD | +41.9% | +34.9% | +7.0% | +27.9% |
| 1Y | +33.4% | +37.9% | -4.5% | +19.4% |
| 3Y | +156.0% | -17.1% | +173.1% | +157.6% |
| 5Y | +209.5% | -64.3% | +273.8% | +284.8% |
| All | +209.5% | -64.3% | +273.8% | +284.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling