+266.6%
URA vs BTG
+164.8%
+101.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | -1.5% | -9.1% | +7.5% | +1.1% |
| 30D | -10.4% | -1.6% | -8.8% | -10.2% |
| 3M | -29.6% | -2.8% | -26.8% | -29.3% |
| 6M | -40.3% | -7.6% | -32.7% | -39.5% |
| YTD | -25.5% | +10.2% | -35.7% | -28.5% |
| 1Y | -26.4% | +21.3% | -47.7% | -31.2% |
| 3Y | +31.4% | +82.7% | -51.2% | +8.3% |
| 5Y | +28.6% | +30.8% | -2.2% | +12.2% |
| All | +266.6% | +164.8% | +101.7% | +180.3% |
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