+22.7%
USB vs BTDR
-46.6%
+69.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -18.7% | +16.6% | -1.3% |
| 7D | -1.5% | -29.9% | +28.5% | -0.2% |
| 30D | +4.3% | -51.3% | +55.6% | +7.2% |
| 3M | -6.1% | -52.0% | +45.9% | -3.8% |
| 6M | +9.4% | -57.5% | +66.9% | +11.7% |
| YTD | +15.2% | -52.6% | +67.8% | +16.2% |
| 1Y | +32.8% | -76.0% | +108.7% | +37.6% |
| 3Y | +91.3% | +33.1% | +58.2% | +80.0% |
| 5Y | +22.7% | -46.6% | +69.3% | +15.6% |
| All | +22.7% | -46.6% | +69.3% | +15.6% |
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