+83.2%
URI vs BTSG
+476.3%
-393.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +3.0% | +3.9% | +6.2% |
| 7D | -4.0% | +4.4% | -8.4% | -4.9% |
| 30D | +6.8% | +8.5% | -1.7% | +4.8% |
| 3M | -2.8% | +10.8% | -13.6% | -5.4% |
| 6M | +20.9% | +26.1% | -5.3% | +12.8% |
| YTD | +40.2% | +84.6% | -44.4% | +18.0% |
| 1Y | +34.1% | +108.7% | -74.6% | +9.3% |
| All | +83.2% | +476.3% | -393.0% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 10y: compounded portfolio wealth divided by compounded BTSG 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…
10y analysis · Full analysis span regression · 6 months rolling