+74.8%
BTI vs RACE
+791.1%
-716.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -1.4% | -1.0% | -0.3% | -1.2% |
| 30D | -7.0% | -1.5% | -5.5% | -6.8% |
| 3M | -6.3% | +15.5% | -21.8% | -9.1% |
| 6M | -2.0% | +17.3% | -19.3% | -5.5% |
| YTD | +0.2% | +11.1% | -10.9% | -2.6% |
| 1Y | +3.8% | -14.3% | +18.1% | +5.9% |
| 3Y | +112.1% | +40.2% | +71.9% | +88.0% |
| 5Y | +113.6% | +92.6% | +21.0% | +70.3% |
| All | +74.8% | +791.1% | -716.2% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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