+269.6%
USB vs BTG
+392.0%
-122.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.0% |
| 3M | +15.2% | +23.1% | -7.9% | +14.6% |
| 6M | +18.8% | +3.5% | +15.4% | +18.5% |
| YTD | +21.0% | +25.5% | -4.5% | +20.1% |
| 1Y | +34.0% | +40.1% | -6.1% | +32.6% |
| 3Y | +95.3% | +101.1% | -5.8% | +91.3% |
| 5Y | +40.4% | +70.6% | -30.2% | +37.5% |
| 10Y | +107.3% | +152.1% | -44.8% | +100.5% |
| All | +269.6% | +392.0% | -122.4% | +222.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling