+463.5%
BTSG vs URA
+70.8%
+392.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | +2.9% | +5.7% | -2.8% | +1.4% |
| 30D | +0.9% | +5.6% | -4.7% | -0.9% |
| 3M | +1.6% | +6.2% | -4.6% | -0.6% |
| 6M | +46.8% | -8.2% | +55.0% | +47.6% |
| YTD | +65.5% | +9.7% | +55.9% | +56.5% |
| 1Y | +136.2% | +17.0% | +119.3% | +114.4% |
| All | +463.5% | +70.8% | +392.7% | +321.9% |
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