+41.2%
USB vs BTI
+115.0%
-73.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.9% | +0.2% |
| 7D | +1.4% | -1.4% | +2.8% | +2.0% |
| 30D | -1.3% | -6.6% | +5.3% | +1.2% |
| 3M | +15.2% | -3.0% | +18.2% | +16.1% |
| 6M | +18.8% | -6.7% | +25.5% | +20.9% |
| YTD | +21.0% | +0.6% | +20.5% | +18.8% |
| 1Y | +34.0% | +5.6% | +28.4% | +28.5% |
| 3Y | +95.3% | +110.3% | -15.0% | +25.3% |
| All | +41.2% | +115.0% | -73.8% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling