+733.4%
RACE vs BTG
+453.8%
+279.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.2% | -4.5% | +0.3% |
| 7D | +3.9% | +19.1% | -15.2% | +2.6% |
| 30D | +7.4% | +8.2% | -0.8% | +6.7% |
| 3M | +1.6% | +13.3% | -11.7% | +0.5% |
| 6M | +23.3% | +8.1% | +15.2% | +22.0% |
| YTD | +14.7% | +27.5% | -12.9% | +11.7% |
| 1Y | +2.5% | +47.1% | -44.6% | -1.0% |
| 3Y | +28.0% | +105.8% | -77.8% | +19.6% |
| 5Y | +69.8% | +55.8% | +14.0% | +59.7% |
| 10Y | +734.9% | +161.8% | +573.1% | +683.7% |
| All | +733.4% | +453.8% | +279.6% | +664.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling