+26.7%
BTDR vs EXPD
+55.9%
-29.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.8% | +2.5% |
| 7D | +22.4% | -0.9% | +23.3% | +22.6% |
| 30D | +16.5% | +4.1% | +12.4% | +15.9% |
| 3M | -31.5% | +13.8% | -45.3% | -32.7% |
| 6M | +74.0% | +27.3% | +46.8% | +67.7% |
| YTD | +13.0% | +25.4% | -12.4% | +9.7% |
| 1Y | -0.2% | +54.4% | -54.6% | -6.1% |
| 3Y | +9.9% | +67.9% | -58.0% | +2.0% |
| 5Y | +28.1% | +59.2% | -31.1% | +18.7% |
| All | +26.7% | +55.9% | -29.2% | +17.0% |
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