+130.5%
URI vs BTG
+99.9%
+30.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.3% | +1.2% |
| 7D | +5.0% | +2.4% | +2.6% | +4.7% |
| 30D | -9.4% | +9.5% | -18.9% | -10.4% |
| 3M | -5.8% | +38.5% | -44.3% | -9.7% |
| 6M | +25.8% | +5.6% | +20.2% | +24.0% |
| YTD | +27.9% | +23.9% | +4.0% | +22.8% |
| 1Y | +9.7% | +32.1% | -22.4% | +4.1% |
| All | +130.5% | +99.9% | +30.6% | +103.6% |
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