+157.0%
BTI vs RACE
+65.0%
+92.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.3% |
| 7D | -1.0% | +5.1% | -6.1% | -1.6% |
| 30D | +13.0% | +7.7% | +5.3% | +12.0% |
| 3M | +5.3% | +2.2% | +3.2% | +5.0% |
| 6M | +5.3% | +23.8% | -18.4% | +2.5% |
| YTD | +12.4% | +13.9% | -1.5% | +10.3% |
| 1Y | +18.9% | +3.8% | +15.2% | +18.0% |
| 3Y | +144.0% | +28.0% | +116.0% | +126.7% |
| All | +157.0% | +65.0% | +92.0% | +105.6% |
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 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