+79.4%
URI vs BTSG
+504.1%
-424.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.8% | -6.9% | -3.1% |
| 7D | -6.0% | +3.8% | -9.8% | -6.7% |
| 30D | +4.6% | +13.7% | -9.1% | +1.5% |
| 3M | -2.7% | +18.0% | -20.7% | -6.6% |
| 6M | +18.4% | +32.2% | -13.8% | +9.3% |
| YTD | +37.4% | +93.6% | -56.2% | +14.3% |
| 1Y | +30.4% | +115.9% | -85.6% | +5.4% |
| All | +79.4% | +504.1% | -424.6% | +5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling