+81.3%
USB vs BTG
+164.8%
-83.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.9% |
| 7D | +2.6% | -9.1% | +11.7% | +2.8% |
| 30D | +8.4% | -1.6% | +10.0% | +8.4% |
| 3M | -5.5% | -2.8% | -2.7% | -5.5% |
| 6M | +17.7% | -7.6% | +25.3% | +17.7% |
| YTD | +17.6% | +10.2% | +7.3% | +17.0% |
| 1Y | +33.9% | +21.3% | +12.6% | +33.0% |
| 3Y | +103.8% | +82.7% | +21.1% | +100.4% |
| 5Y | +25.6% | +30.8% | -5.2% | +23.0% |
| All | +81.3% | +164.8% | -83.5% | +92.2% |
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