+2,653.9%
UL vs BTI
+6,053.3%
-3,399.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.3% |
| 7D | -1.3% | -1.4% | +0.1% | -0.9% |
| 30D | +0.5% | -6.6% | +7.1% | +2.7% |
| 3M | +17.6% | -3.0% | +20.6% | +18.7% |
| 6M | -5.4% | -6.7% | +1.3% | -3.5% |
| YTD | +0.7% | +0.6% | +0.1% | +0.2% |
| 1Y | -9.3% | +5.6% | -14.8% | -11.3% |
| 3Y | +24.5% | +110.3% | -85.8% | -2.8% |
| 5Y | +23.2% | +114.3% | -91.1% | -5.1% |
| 10Y | +64.5% | +67.7% | -3.2% | +32.2% |
| All | +2,653.9% | +6,053.3% | -3,399.5% | +770.3% |
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