-29.7%
BTDR vs EXPD
+63.1%
-92.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.9% | +6.8% | +9.2% |
| 7D | +7.7% | -1.6% | +9.2% | +8.1% |
| 30D | -24.1% | +0.6% | -24.7% | -24.0% |
| 3M | -19.1% | +9.8% | -28.9% | -19.8% |
| 6M | -46.6% | +25.8% | -72.4% | -48.1% |
| YTD | -37.3% | +31.3% | -68.5% | -39.4% |
| 1Y | -53.2% | +40.9% | -94.1% | -55.2% |
| 3Y | +77.1% | +74.7% | +2.4% | +63.2% |
| 5Y | -29.7% | +62.9% | -92.6% | -34.9% |
| All | -29.7% | +63.1% | -92.8% | -35.3% |
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