+7,985.7%
USB vs BTI
+6,777.2%
+1,208.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.5% |
| 7D | 0.0% | -1.0% | +1.0% | +0.3% |
| 30D | +5.8% | +13.0% | -7.1% | +2.3% |
| 3M | -6.0% | +5.3% | -11.3% | -7.4% |
| 6M | +7.8% | +5.3% | +2.5% | +5.7% |
| YTD | +14.6% | +12.4% | +2.2% | +10.0% |
| 1Y | +31.8% | +18.9% | +12.8% | +24.5% |
| 3Y | +91.5% | +144.0% | -52.5% | +46.4% |
| 5Y | +22.0% | +156.3% | -134.2% | -7.7% |
| 10Y | +96.1% | +115.3% | -19.2% | +51.4% |
| All | +7,985.7% | +6,777.2% | +1,208.5% | +3,407.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling