+48.5%
BTDR vs EXPD
+75.3%
-26.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.4% | -8.2% | -8.5% |
| 7D | -6.9% | +5.5% | -12.4% | -8.6% |
| 30D | -31.5% | -0.8% | -30.7% | -31.0% |
| 3M | -36.1% | +4.1% | -40.2% | -36.6% |
| 6M | -57.6% | +25.7% | -83.3% | -60.7% |
| YTD | -50.0% | +31.4% | -81.4% | -54.6% |
| 1Y | -49.6% | +42.2% | -91.8% | -55.9% |
| 3Y | +48.5% | +77.2% | -28.6% | -24.9% |
| All | +48.5% | +75.3% | -26.7% | -24.9% |
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 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