-19.9%
USAR vs BTI
+134.8%
-154.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.3% | -2.4% |
| 7D | +8.8% | -3.2% | +12.0% | +8.1% |
| 30D | -28.5% | +9.7% | -38.1% | -27.1% |
| 3M | -56.2% | +11.1% | -67.2% | -55.2% |
| 6M | -68.4% | -1.2% | -67.2% | -67.9% |
| YTD | -32.2% | +12.7% | -44.8% | -31.1% |
| 1Y | -52.3% | +15.8% | -68.1% | -51.4% |
| 3Y | -21.2% | +148.9% | -170.1% | -19.0% |
| All | -19.9% | +134.8% | -154.6% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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