+24.4%
USB vs BTG
+33.0%
-8.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.4% | +0.1% |
| 7D | -0.5% | +1.4% | -1.9% | -0.7% |
| 30D | +5.7% | -1.1% | +6.9% | +5.7% |
| 3M | -4.7% | +2.5% | -7.2% | -5.1% |
| 6M | +13.4% | -3.1% | +16.5% | +13.1% |
| YTD | +17.0% | +16.3% | +0.7% | +14.4% |
| 1Y | +32.4% | +27.6% | +4.8% | +28.4% |
| 3Y | +101.7% | +89.5% | +12.1% | +85.2% |
| 5Y | +24.4% | +33.6% | -9.2% | +17.5% |
| All | +24.4% | +33.0% | -8.6% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling