+60.7%
USB vs BTSG
+493.4%
-432.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +2.6% | +6.0% | -3.5% | +1.7% |
| 30D | +8.4% | +12.4% | -4.0% | +6.4% |
| 3M | -5.5% | +18.2% | -23.8% | -8.2% |
| 6M | +17.7% | +26.0% | -8.3% | +12.0% |
| YTD | +17.6% | +90.1% | -72.6% | +2.8% |
| 1Y | +33.9% | +124.3% | -90.4% | +13.2% |
| All | +60.7% | +493.4% | -432.7% | +7.5% |
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