+32.6%
USB vs BTDR
-72.1%
+104.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | -0.3% |
| 7D | +1.4% | -7.4% | +8.8% | +1.5% |
| 30D | +6.4% | -33.4% | +39.9% | +7.2% |
| 3M | -4.5% | -26.3% | +21.8% | -4.2% |
| 6M | +11.4% | -52.4% | +63.8% | +11.9% |
| YTD | +17.1% | -42.8% | +59.9% | +15.4% |
| 1Y | +32.6% | -63.7% | +96.3% | +32.5% |
| All | +32.6% | -72.1% | +104.7% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling