+153.2%
BTI vs URA
+32.3%
+121.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.3% |
| 7D | -0.1% | +0.3% | -0.4% | -0.2% |
| 30D | +9.6% | -14.8% | +24.4% | +10.6% |
| 3M | +8.3% | -25.3% | +33.6% | +10.0% |
| 6M | +7.5% | -39.9% | +47.4% | +11.0% |
| YTD | +12.3% | -22.4% | +34.7% | +12.9% |
| 1Y | +16.2% | -29.0% | +45.2% | +17.7% |
| 3Y | +148.0% | +41.0% | +107.0% | +128.6% |
| 5Y | +153.2% | +38.3% | +114.9% | +129.9% |
| All | +153.2% | +32.3% | +121.0% | +129.9% |
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 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