+91.7%
USB vs BTI
+112.0%
-20.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.9% |
| 7D | 0.0% | -1.0% | +1.0% | +0.4% |
| 30D | +5.8% | +13.0% | -7.1% | +0.7% |
| 3M | -6.0% | +3.7% | -9.6% | -7.6% |
| 6M | +7.8% | +3.7% | +4.1% | +5.3% |
| YTD | +14.6% | +10.6% | +4.0% | +8.3% |
| 1Y | +31.8% | +17.1% | +14.7% | +21.5% |
| 3Y | +91.5% | +140.2% | -48.7% | +24.3% |
| 5Y | +22.0% | +152.2% | -130.2% | -22.4% |
| All | +91.7% | +112.0% | -20.3% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 10y: compounded portfolio wealth divided by compounded BTI 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…
10y analysis · Full analysis span regression · 6 months rolling