+32.6%
USB vs BTI
+17.4%
+15.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | +1.4% | -0.1% | +1.6% | +1.4% |
| 30D | +6.4% | +9.6% | -3.2% | +4.8% |
| 3M | -4.5% | +8.3% | -12.8% | -5.7% |
| 6M | +11.4% | +7.5% | +3.9% | +9.8% |
| YTD | +17.1% | +12.3% | +4.8% | +15.3% |
| 1Y | +32.6% | +16.2% | +16.4% | +29.4% |
| All | +32.6% | +17.4% | +15.1% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling