+164.1%
URI vs BTG
+101.8%
+62.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +5.2% | +1.7% | +6.3% |
| 7D | -4.0% | +19.1% | -23.1% | -5.9% |
| 30D | +6.8% | +8.2% | -1.4% | +5.7% |
| 3M | -2.8% | +13.3% | -16.1% | -4.4% |
| 6M | +20.9% | +8.1% | +12.8% | +19.2% |
| YTD | +40.2% | +27.5% | +12.7% | +34.1% |
| 1Y | +34.1% | +47.1% | -13.0% | +25.9% |
| 3Y | +164.1% | +105.8% | +58.4% | +132.7% |
| All | +164.1% | +101.8% | +62.3% | +132.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling