+24.5%
USB vs BTDR
-38.5%
+63.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -12.8% | +12.4% | +0.1% |
| 7D | +1.2% | +15.4% | -14.2% | +0.5% |
| 30D | +6.3% | -33.4% | +39.7% | +7.7% |
| 3M | -6.1% | -32.0% | +25.9% | -5.2% |
| 6M | +13.0% | -52.2% | +65.2% | +14.8% |
| YTD | +16.6% | -45.3% | +61.9% | +16.8% |
| 1Y | +31.1% | -56.0% | +87.2% | +32.4% |
| 3Y | +100.9% | +54.4% | +46.5% | +87.8% |
| 5Y | +24.5% | -38.5% | +63.0% | +16.7% |
| All | +24.5% | -38.5% | +63.0% | +16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling