+91.5%
USB vs BTDR
+47.8%
+43.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +13.3% | -13.8% | -1.2% |
| 7D | 0.0% | -10.4% | +10.4% | +0.4% |
| 30D | +5.8% | -42.2% | +48.0% | +8.7% |
| 3M | -6.0% | -42.8% | +36.9% | -3.9% |
| 6M | +7.8% | -60.2% | +67.9% | +11.4% |
| YTD | +14.6% | -46.3% | +60.9% | +15.0% |
| 1Y | +31.8% | -71.7% | +103.4% | +37.0% |
| 3Y | +91.5% | +54.6% | +36.9% | +57.9% |
| All | +91.5% | +47.8% | +43.7% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling