+203.4%
URI vs BAX
-65.4%
+268.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.3% |
| 7D | -2.0% | -1.1% | -0.8% | -1.7% |
| 30D | -12.9% | -5.5% | -7.5% | -11.7% |
| 3M | -6.7% | +33.5% | -40.3% | -14.2% |
| 6M | +19.0% | +35.9% | -16.9% | +8.5% |
| YTD | +25.5% | +35.4% | -9.8% | +13.6% |
| 1Y | +5.5% | +9.8% | -4.2% | +0.5% |
| 3Y | +111.3% | -32.7% | +144.0% | +124.7% |
| All | +203.4% | -65.4% | +268.8% | +277.1% |
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 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