+8,026.5%
USB vs BTI
+6,912.7%
+1,113.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -1.5% | +3.3% | -4.8% | -2.4% |
| 30D | +4.3% | +19.0% | -14.7% | -0.6% |
| 3M | -6.1% | +6.4% | -12.5% | -7.8% |
| 6M | +9.4% | +7.7% | +1.7% | +6.7% |
| YTD | +15.2% | +14.6% | +0.6% | +10.0% |
| 1Y | +32.8% | +22.0% | +10.7% | +24.6% |
| 3Y | +91.3% | +148.4% | -57.1% | +45.5% |
| 5Y | +22.7% | +161.3% | -138.6% | -7.8% |
| 10Y | +97.0% | +119.5% | -22.4% | +51.4% |
| All | +8,026.5% | +6,912.7% | +1,113.8% | +3,406.9% |
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 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