+64.0%
URI vs BTSG
+406.1%
-342.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.9% |
| 7D | -2.0% | +2.7% | -4.7% | -2.6% |
| 30D | -12.9% | -3.6% | -9.3% | -12.4% |
| 3M | -6.7% | +5.8% | -12.5% | -9.1% |
| 6M | +19.0% | +44.7% | -25.7% | +6.8% |
| YTD | +25.5% | +62.2% | -36.6% | +9.0% |
| 1Y | +5.5% | +152.1% | -146.6% | -18.7% |
| All | +64.0% | +406.1% | -342.1% | +0.4% |
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