+36.0%
USB vs BTDR
-29.7%
+65.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.7% | -9.8% | -0.5% |
| 7D | -0.5% | +7.7% | -8.2% | -1.0% |
| 30D | +5.7% | -24.1% | +29.8% | +6.6% |
| 3M | -4.7% | -19.1% | +14.4% | -4.4% |
| 6M | +13.4% | -46.6% | +60.0% | +14.8% |
| YTD | +17.0% | -37.3% | +54.3% | +16.6% |
| 1Y | +32.4% | -53.2% | +85.6% | +33.4% |
| 3Y | +101.7% | +77.1% | +24.6% | +87.6% |
| 5Y | +24.4% | -29.7% | +54.1% | +15.6% |
| All | +36.0% | -29.7% | +65.7% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 10y: compounded portfolio wealth divided by compounded BTDR 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…
10y analysis · Full analysis span regression · 6 months rolling