+1,182.4%
URI vs BN
+280.2%
+902.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.7% | -1.0% |
| 7D | -6.0% | +4.3% | -10.3% | -9.2% |
| 30D | +4.6% | +14.3% | -9.7% | -6.0% |
| 3M | -2.7% | -4.1% | +1.4% | -0.2% |
| 6M | +18.4% | -9.7% | +28.0% | +26.2% |
| YTD | +37.4% | -7.1% | +44.5% | +41.1% |
| 1Y | +30.4% | -7.4% | +37.8% | +33.8% |
| 3Y | +147.9% | +102.3% | +45.6% | +30.9% |
| 5Y | +202.1% | +35.9% | +166.1% | +116.3% |
| 10Y | +1,182.4% | +289.2% | +893.3% | +338.9% |
| All | +1,182.4% | +280.2% | +902.2% | +338.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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