+104.2%
USB vs BTG
+101.8%
+2.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.2% | -2.7% | +2.2% |
| 7D | +0.8% | +19.1% | -18.3% | -0.3% |
| 30D | +6.8% | +8.2% | -1.4% | +6.2% |
| 3M | -3.8% | +13.3% | -17.1% | -4.6% |
| 6M | +11.7% | +8.1% | +3.6% | +10.7% |
| YTD | +17.5% | +27.5% | -10.0% | +14.8% |
| 1Y | +33.8% | +47.1% | -13.3% | +29.6% |
| 3Y | +104.2% | +105.8% | -1.5% | +92.1% |
| All | +104.2% | +101.8% | +2.4% | +92.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling