+75.9%
UBER vs BTI
+156.2%
-80.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.4% |
| 7D | -2.8% | -1.4% | -1.4% | -2.4% |
| 30D | -2.5% | -7.0% | +4.5% | -0.5% |
| 3M | +4.4% | -6.3% | +10.7% | +6.1% |
| 6M | -2.7% | -2.0% | -0.7% | -2.9% |
| YTD | -10.5% | +0.2% | -10.7% | -11.6% |
| 1Y | -22.5% | +3.8% | -26.3% | -24.5% |
| 3Y | +54.8% | +112.1% | -57.3% | +13.6% |
| 5Y | +82.5% | +113.6% | -31.1% | +29.6% |
| All | +75.9% | +156.2% | -80.3% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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