+65.4%
USB vs BTSG
+406.1%
-340.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.9% | -0.1% |
| 7D | +1.4% | +2.7% | -1.3% | +1.0% |
| 30D | -1.3% | -3.6% | +2.3% | -0.8% |
| 3M | +15.2% | +5.8% | +9.4% | +13.1% |
| 6M | +18.8% | +44.7% | -25.9% | +9.4% |
| YTD | +21.0% | +62.2% | -41.2% | +8.7% |
| 1Y | +34.0% | +152.1% | -118.1% | +9.7% |
| All | +65.4% | +406.1% | -340.7% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 3y: compounded portfolio wealth divided by compounded BTSG 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…
3y analysis · Full analysis span regression · 6 months rolling