-31.0%
URA vs BTG
+186.8%
-217.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.1% |
| 7D | +1.1% | -0.9% | +2.0% | +1.2% |
| 30D | +7.4% | +36.8% | -29.4% | +0.2% |
| 3M | -8.4% | +23.1% | -31.5% | -12.6% |
| 6M | -12.7% | +3.5% | -16.2% | -14.1% |
| YTD | +7.8% | +25.5% | -17.7% | +2.0% |
| 1Y | +19.5% | +40.1% | -20.6% | +10.4% |
| 3Y | +116.4% | +101.1% | +15.3% | +83.4% |
| 5Y | +134.3% | +70.6% | +63.7% | +103.2% |
| 10Y | +359.3% | +152.1% | +207.1% | +250.8% |
| All | -31.0% | +186.8% | -217.8% | -57.7% |
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