+356.9%
URA vs BTG
+158.3%
+198.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -3.2% |
| 7D | -1.5% | -5.5% | +3.9% | -0.1% |
| 30D | -0.4% | +6.1% | -6.5% | -2.0% |
| 3M | +6.3% | +38.6% | -32.4% | -3.2% |
| 6M | -14.0% | +0.7% | -14.7% | -15.2% |
| YTD | +5.3% | +20.3% | -15.0% | -0.9% |
| 1Y | +11.7% | +25.0% | -13.4% | +3.7% |
| 3Y | +109.8% | +97.3% | +12.5% | +70.6% |
| 5Y | +108.0% | +78.3% | +29.6% | +72.6% |
| All | +356.9% | +158.3% | +198.5% | +252.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling