-49.6%
URA vs BTG
+165.8%
-215.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +2.0% |
| 7D | +2.9% | +1.4% | +1.5% | +2.6% |
| 30D | -10.8% | -1.1% | -9.7% | -10.7% |
| 3M | -25.5% | +2.5% | -28.1% | -26.1% |
| 6M | -41.2% | -3.1% | -38.2% | -41.2% |
| YTD | -21.3% | +16.3% | -37.6% | -24.4% |
| 1Y | -25.7% | +27.6% | -53.3% | -30.0% |
| 3Y | +43.1% | +89.5% | -46.5% | +22.8% |
| 5Y | +35.6% | +33.6% | +2.0% | +22.4% |
| 10Y | +281.3% | +178.2% | +103.1% | +190.0% |
| All | -49.6% | +165.8% | -215.4% | -68.7% |
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