+64.9%
URI vs BTSG
+421.3%
-356.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | -0.2% |
| 7D | +2.5% | +5.7% | -3.2% | +1.2% |
| 30D | -12.5% | +0.2% | -12.8% | -12.7% |
| 3M | -6.2% | +5.6% | -11.8% | -8.5% |
| 6M | +25.9% | +50.8% | -24.9% | +11.9% |
| YTD | +26.2% | +67.0% | -40.9% | +8.8% |
| 1Y | +5.5% | +145.5% | -140.0% | -18.0% |
| All | +64.9% | +421.3% | -356.5% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling