+113.6%
BTI vs RACE
+92.4%
+21.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -1.4% | -1.0% | -0.3% | -1.3% |
| 30D | -7.0% | -1.5% | -5.5% | -6.9% |
| 3M | -6.3% | +15.5% | -21.8% | -8.0% |
| 6M | -2.0% | +17.3% | -19.3% | -4.0% |
| YTD | +0.2% | +11.1% | -10.9% | -1.3% |
| 1Y | +3.8% | -14.3% | +18.1% | +5.2% |
| 3Y | +112.1% | +40.2% | +71.9% | +94.1% |
| 5Y | +113.6% | +92.6% | +21.0% | +72.0% |
| All | +113.6% | +92.4% | +21.2% | +72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling