+85.3%
URI vs BTSG
+495.4%
-410.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.7% |
| 7D | +9.3% | +8.5% | +0.8% | +7.3% |
| 30D | +7.6% | +14.0% | -6.5% | +4.3% |
| 3M | +1.0% | +19.7% | -18.7% | -3.3% |
| 6M | +19.8% | +28.7% | -8.9% | +11.3% |
| YTD | +41.9% | +90.8% | -48.9% | +18.5% |
| 1Y | +33.4% | +112.4% | -79.0% | +8.3% |
| All | +85.3% | +495.4% | -410.1% | +9.1% |
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