+271.9%
UL vs BTG
+378.0%
-106.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.8% | -0.9% |
| 7D | -1.3% | +4.8% | -6.1% | -1.5% |
| 30D | +0.9% | +8.3% | -7.4% | +0.5% |
| 3M | +14.2% | +32.3% | -18.1% | +12.4% |
| 6M | -3.2% | +3.0% | -6.1% | -3.8% |
| YTD | -0.3% | +21.9% | -22.2% | -2.0% |
| 1Y | -8.8% | +28.2% | -36.9% | -10.7% |
| 3Y | +23.9% | +99.9% | -76.0% | +17.7% |
| 5Y | +21.4% | +73.6% | -52.2% | +15.4% |
| 10Y | +66.7% | +136.5% | -69.9% | +53.4% |
| All | +271.9% | +378.0% | -106.1% | +204.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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