+98.3%
USB vs BTG
+102.4%
-4.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | -0.2% |
| 7D | +1.4% | -0.9% | +2.3% | +1.5% |
| 30D | -1.3% | +36.8% | -38.1% | -3.3% |
| 3M | +15.2% | +23.1% | -7.9% | +13.5% |
| 6M | +18.8% | +3.5% | +15.4% | +18.0% |
| YTD | +21.0% | +25.5% | -4.5% | +18.2% |
| 1Y | +34.0% | +40.1% | -6.1% | +29.3% |
| All | +98.3% | +102.4% | -4.2% | +81.6% |
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