-21.3%
USAR vs BTSG
+493.4%
-514.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.5% | +1.2% |
| 7D | -0.8% | +6.0% | -6.8% | -2.0% |
| 30D | -20.9% | +12.4% | -33.3% | -22.8% |
| 3M | -56.2% | +18.2% | -74.4% | -57.7% |
| 6M | -67.9% | +26.0% | -93.9% | -69.5% |
| YTD | -31.4% | +90.1% | -121.6% | -39.2% |
| 1Y | -45.1% | +124.3% | -169.3% | -52.3% |
| All | -21.3% | +493.4% | -514.7% | -37.2% |
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