+251.8%
USB vs BTG
+363.9%
-112.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.2% | -2.2% |
| 7D | -1.5% | +5.6% | -7.1% | -1.6% |
| 30D | +4.3% | +1.2% | +3.1% | +4.2% |
| 3M | -6.1% | +29.0% | -35.1% | -6.7% |
| 6M | +9.4% | +25.4% | -16.0% | +8.7% |
| YTD | +15.2% | +18.3% | -3.1% | +14.4% |
| 1Y | +32.8% | +32.4% | +0.3% | +31.6% |
| 3Y | +91.3% | +73.3% | +18.0% | +87.8% |
| 5Y | +22.7% | +45.2% | -22.6% | +20.4% |
| 10Y | +97.0% | +131.1% | -34.1% | +91.0% |
| All | +251.8% | +363.9% | -112.1% | +207.4% |
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