+54.6%
BTDR vs EXPD
+68.8%
-14.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -2.3% | +15.5% | +14.1% |
| 7D | -10.4% | -7.2% | -3.2% | -7.6% |
| 30D | -42.2% | -3.3% | -38.9% | -41.2% |
| 3M | -42.8% | +3.4% | -46.2% | -43.1% |
| 6M | -60.2% | +22.7% | -82.9% | -62.9% |
| YTD | -46.3% | +24.5% | -70.9% | -50.5% |
| 1Y | -71.7% | +38.6% | -110.3% | -75.2% |
| 3Y | +54.6% | +71.5% | -16.9% | -21.1% |
| All | +54.6% | +68.8% | -14.2% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling