+91.7%
USB vs BTI
+115.4%
-23.7%
-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% | +5.3% | -11.3% | -8.2% |
| 6M | +7.8% | +5.3% | +2.5% | +4.6% |
| YTD | +14.6% | +12.4% | +2.2% | +7.6% |
| 1Y | +31.8% | +18.9% | +12.8% | +20.7% |
| 3Y | +91.5% | +144.0% | -52.5% | +23.5% |
| 5Y | +22.0% | +156.3% | -134.2% | -22.9% |
| All | +91.7% | +115.4% | -23.7% | +23.1% |
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