+84.9%
USB vs BTG
+144.7%
-59.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | -0.2% |
| 7D | +1.4% | +13.0% | -11.5% | +1.1% |
| 30D | +6.4% | +1.1% | +5.3% | +6.4% |
| 3M | -4.5% | +5.3% | -9.8% | -4.6% |
| 6M | +11.4% | +1.1% | +10.3% | +11.1% |
| YTD | +17.1% | +19.2% | -2.1% | +16.3% |
| 1Y | +32.6% | +31.5% | +1.1% | +31.5% |
| 3Y | +101.8% | +94.3% | +7.5% | +98.1% |
| 5Y | +25.1% | +41.8% | -16.7% | +22.3% |
| 10Y | +84.9% | +162.9% | -78.0% | +94.8% |
| All | +84.9% | +144.7% | -59.9% | +94.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling