+468.0%
UUUU vs BTG
+159.3%
+308.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.4% | -5.4% | -5.1% |
| 7D | -10.5% | -3.8% | -6.8% | -9.1% |
| 30D | -10.5% | +3.6% | -14.1% | -11.8% |
| 3M | -14.1% | +32.0% | -46.1% | -23.8% |
| 6M | -35.5% | +3.4% | -38.8% | -37.2% |
| YTD | -10.9% | +20.8% | -31.7% | -17.9% |
| 1Y | +3.4% | +22.4% | -19.1% | -5.6% |
| 3Y | +73.1% | +91.7% | -18.6% | +31.2% |
| 5Y | +87.1% | +79.0% | +8.1% | +47.5% |
| All | +468.0% | +159.3% | +308.7% | +330.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling