+727.1%
RACE vs BTG
+417.7%
+309.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.8% | -0.3% |
| 7D | +0.2% | +13.0% | -12.7% | -0.7% |
| 30D | +6.6% | +1.1% | +5.5% | +6.4% |
| 3M | +2.2% | +5.3% | -3.1% | +1.6% |
| 6M | +22.4% | +1.1% | +21.3% | +21.6% |
| YTD | +13.8% | +19.2% | -5.4% | +11.4% |
| 1Y | +2.2% | +31.5% | -29.2% | -0.6% |
| 3Y | +25.6% | +94.3% | -68.7% | +17.8% |
| 5Y | +71.0% | +41.8% | +29.2% | +61.7% |
| 10Y | +739.1% | +162.9% | +576.2% | +690.2% |
| All | +727.1% | +417.7% | +309.4% | +662.5% |
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