+251.0%
BTI vs URA
-31.1%
+282.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | -1.4% | +1.1% | -2.5% | -1.6% |
| 30D | -6.6% | +7.4% | -14.0% | -7.8% |
| 3M | -3.0% | -8.4% | +5.4% | -2.3% |
| 6M | -6.7% | -12.7% | +6.0% | -5.7% |
| YTD | +0.6% | +7.8% | -7.2% | -2.5% |
| 1Y | +5.6% | +19.5% | -13.9% | -0.4% |
| 3Y | +110.3% | +116.4% | -6.1% | +72.1% |
| 5Y | +114.3% | +134.3% | -20.0% | +65.3% |
| 10Y | +67.7% | +359.3% | -291.6% | +4.0% |
| All | +251.0% | -31.1% | +282.1% | +200.3% |
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