+298.7%
BTI vs URA
-52.4%
+351.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.6% |
| 7D | +1.6% | -1.5% | +3.2% | +1.8% |
| 30D | +9.2% | -10.4% | +19.6% | +10.7% |
| 3M | +9.6% | -29.6% | +39.3% | +14.9% |
| 6M | -2.4% | -40.3% | +37.8% | +4.4% |
| YTD | +14.2% | -25.5% | +39.7% | +16.6% |
| 1Y | +20.3% | -26.4% | +46.7% | +22.8% |
| 3Y | +147.4% | +31.4% | +116.0% | +119.2% |
| 5Y | +155.4% | +28.6% | +126.9% | +120.6% |
| 10Y | +127.3% | +260.9% | -133.6% | +44.5% |
| All | +298.7% | -52.4% | +351.1% | +259.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling