-33.9%
BTDR vs EXPD
+58.9%
-92.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.7% | +7.2% | +9.5% |
| 7D | +7.1% | -5.5% | +12.6% | +8.2% |
| 30D | -31.4% | -1.9% | -29.5% | -31.0% |
| 3M | -39.2% | +6.1% | -45.3% | -39.5% |
| 6M | -50.9% | +21.6% | -72.5% | -52.1% |
| YTD | -41.0% | +27.9% | -68.9% | -42.8% |
| 1Y | -69.9% | +39.4% | -109.3% | -71.2% |
| 3Y | +87.3% | +72.7% | +14.6% | +73.5% |
| 5Y | -33.6% | +60.3% | -93.9% | -38.3% |
| All | -33.9% | +58.9% | -92.8% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling