+1,157.2%
URI vs BB
+3.3%
+1,153.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.1% |
| 7D | +2.5% | +0.5% | +2.0% | +2.4% |
| 30D | -12.5% | -12.4% | -0.2% | -10.6% |
| 3M | -6.2% | -15.3% | +9.1% | -4.6% |
| 6M | +25.9% | +128.8% | -102.9% | +4.2% |
| YTD | +26.2% | +107.7% | -81.5% | +6.5% |
| 1Y | +5.5% | +103.9% | -98.4% | -11.4% |
| 3Y | +125.0% | +72.6% | +52.4% | +84.3% |
| 5Y | +210.4% | -24.3% | +234.7% | +185.7% |
| 10Y | +1,157.2% | +3.1% | +1,154.0% | +679.3% |
| All | +1,157.2% | +3.3% | +1,153.9% | +679.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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