+60.6%
USB vs BTSG
+476.3%
-415.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.5% | +2.1% |
| 7D | +0.8% | +4.4% | -3.6% | +0.1% |
| 30D | +6.8% | +8.5% | -1.7% | +5.4% |
| 3M | -3.8% | +10.8% | -14.5% | -5.6% |
| 6M | +11.7% | +26.1% | -14.4% | +6.2% |
| YTD | +17.5% | +84.6% | -67.2% | +3.2% |
| 1Y | +33.8% | +108.7% | -74.9% | +14.5% |
| All | +60.6% | +476.3% | -415.6% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling