+23.8%
BTDR vs EXPD
+58.3%
-34.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.9% | +3.1% | +3.8% |
| 7D | +20.0% | -1.1% | +21.1% | +20.1% |
| 30D | +11.9% | +4.1% | +7.9% | +11.4% |
| 3M | -36.9% | +17.9% | -54.8% | -38.3% |
| 6M | +56.5% | +29.2% | +27.3% | +50.5% |
| YTD | +10.4% | +27.4% | -16.9% | +7.0% |
| 1Y | +3.1% | +56.8% | -53.8% | -3.2% |
| 3Y | -2.6% | +68.0% | -70.6% | -9.8% |
| 5Y | +25.2% | +61.9% | -36.7% | +15.8% |
| All | +23.8% | +58.3% | -34.5% | +14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling