+14.8%
BTI vs RACE
+3.0%
+11.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | -2.9% | +3.9% | -6.9% | -3.2% |
| 30D | +8.3% | +7.4% | +0.8% | +7.6% |
| 3M | +2.9% | +1.6% | +1.3% | +2.6% |
| 6M | +6.2% | +23.3% | -17.1% | +4.5% |
| YTD | +10.9% | +14.7% | -3.7% | +10.1% |
| All | +14.8% | +3.0% | +11.8% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling