+91.7%
USB vs BTG
+144.4%
-52.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.6% |
| 7D | 0.0% | +17.4% | -17.4% | -0.4% |
| 30D | +5.8% | +8.0% | -2.2% | +5.6% |
| 3M | -6.0% | +32.5% | -38.5% | -6.6% |
| 6M | +7.8% | +21.6% | -13.8% | +7.1% |
| YTD | +14.6% | +21.2% | -6.6% | +13.8% |
| 1Y | +31.8% | +43.9% | -12.1% | +30.5% |
| 3Y | +91.5% | +78.6% | +12.9% | +88.0% |
| 5Y | +22.0% | +48.8% | -26.8% | +19.4% |
| All | +91.7% | +144.4% | -52.7% | +101.5% |
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