+212.4%
URI vs BTI
+113.9%
+98.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.7% |
| 7D | +5.0% | -2.4% | +7.4% | +5.6% |
| 30D | -9.4% | -4.8% | -4.6% | -8.4% |
| 3M | -5.8% | -8.1% | +2.3% | -4.4% |
| 6M | +25.8% | -4.2% | +30.0% | +25.7% |
| YTD | +27.9% | -1.3% | +29.2% | +26.5% |
| 1Y | +9.7% | +2.1% | +7.6% | +7.4% |
| 3Y | +128.0% | +108.9% | +19.1% | +64.6% |
| 5Y | +212.4% | +114.5% | +97.9% | +127.1% |
| All | +212.4% | +113.9% | +98.5% | +127.1% |
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