+210.4%
URI vs BTI
+115.0%
+95.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +2.5% | -1.4% | +3.9% | +2.9% |
| 30D | -12.5% | -7.0% | -5.5% | -11.0% |
| 3M | -6.2% | -6.3% | +0.1% | -5.2% |
| 6M | +25.9% | -2.0% | +27.8% | +25.1% |
| YTD | +26.2% | +0.2% | +26.0% | +24.4% |
| 1Y | +5.5% | +3.8% | +1.7% | +2.8% |
| 3Y | +125.0% | +112.1% | +12.9% | +62.1% |
| 5Y | +210.4% | +113.6% | +96.8% | +129.5% |
| All | +210.4% | +115.0% | +95.4% | +129.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 5y: compounded portfolio wealth divided by compounded BTI 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…
5y analysis · Full analysis span regression · 6 months rolling