+24.1%
UL vs BTSG
+382.3%
-358.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.6% | +5.3% | -1.1% |
| 7D | -4.1% | -5.8% | +1.7% | -3.8% |
| 30D | -1.2% | 0.0% | -1.2% | -1.2% |
| 3M | +6.0% | -4.5% | +10.5% | +6.1% |
| 6M | -5.5% | +40.0% | -45.5% | -6.6% |
| YTD | -3.3% | +54.6% | -57.9% | -4.8% |
| 1Y | -9.8% | +106.1% | -115.9% | -11.9% |
| All | +24.1% | +382.3% | -358.2% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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