+59.3%
USAR vs BTG
+64.7%
-5.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.9% | -3.1% | -5.1% |
| 7D | -9.3% | -5.5% | -3.9% | -7.7% |
| 30D | -15.2% | +6.1% | -21.3% | -16.9% |
| 3M | -21.1% | +38.6% | -59.7% | -29.2% |
| 6M | -21.6% | +0.7% | -22.2% | -23.5% |
| YTD | +34.8% | +20.3% | +14.5% | +27.5% |
| 1Y | +15.6% | +25.0% | -9.4% | +9.3% |
| 3Y | +57.7% | +97.3% | -39.6% | +46.9% |
| All | +59.3% | +64.7% | -5.4% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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