+36.7%
USB vs BTDR
-34.7%
+71.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.6% | +7.5% | +2.1% |
| 7D | +2.4% | -17.6% | +19.9% | +3.1% |
| 30D | +6.6% | -40.3% | +46.8% | +8.7% |
| 3M | -4.1% | -42.6% | +38.5% | -2.4% |
| 6M | +12.5% | -46.3% | +58.8% | +13.8% |
| YTD | +17.6% | -41.7% | +59.4% | +17.8% |
| 1Y | +36.5% | -69.4% | +105.9% | +40.1% |
| 3Y | +95.4% | +63.7% | +31.7% | +82.6% |
| 5Y | +26.1% | -34.4% | +60.5% | +17.8% |
| All | +36.7% | -34.7% | +71.4% | +27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling