+36.5%
USB vs BTG
+24.4%
+12.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.7% | -6.8% | +1.3% |
| 7D | +2.4% | -0.2% | +2.6% | +2.3% |
| 30D | +6.6% | -0.8% | +7.3% | +6.5% |
| 3M | -4.1% | +31.8% | -35.9% | -6.1% |
| 6M | +12.5% | +20.4% | -8.0% | +10.5% |
| YTD | +17.6% | +14.7% | +2.9% | +13.9% |
| 1Y | +36.5% | +29.4% | +7.2% | +30.4% |
| All | +36.5% | +24.4% | +12.1% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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