+70.3%
BTI vs URA
+361.2%
-291.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +4.9% | +1.5% |
| 7D | -2.0% | -1.5% | -0.5% | -1.8% |
| 30D | -3.4% | -0.4% | -3.1% | -3.5% |
| 3M | -9.0% | +6.3% | -15.3% | -10.1% |
| 6M | -5.0% | -14.0% | +9.0% | -4.0% |
| YTD | -0.3% | +5.3% | -5.6% | -2.6% |
| 1Y | +3.1% | +11.7% | -8.6% | -0.9% |
| 3Y | +111.0% | +109.8% | +1.2% | +77.2% |
| 5Y | +117.0% | +108.0% | +9.1% | +76.1% |
| All | +70.3% | +361.2% | -291.0% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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