+113.6%
BTI vs URA
+131.0%
-17.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.6% |
| 7D | -1.4% | +8.1% | -9.5% | -1.9% |
| 30D | -7.0% | +5.8% | -12.8% | -7.4% |
| 3M | -6.3% | +3.4% | -9.8% | -6.6% |
| 6M | -2.0% | -2.6% | +0.7% | -2.1% |
| YTD | +0.2% | +11.2% | -11.0% | -1.2% |
| 1Y | +3.8% | +19.8% | -16.0% | +1.1% |
| 3Y | +112.1% | +121.5% | -9.4% | +90.5% |
| 5Y | +113.6% | +134.5% | -20.8% | +87.2% |
| All | +113.6% | +131.0% | -17.4% | +87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling