+113.9%
BTI vs EXPD
+334.2%
-220.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.0% | -1.8% |
| 7D | -2.9% | -5.5% | +2.5% | -1.9% |
| 30D | +8.3% | -1.9% | +10.2% | +8.6% |
| 3M | +2.9% | +6.1% | -3.2% | +1.5% |
| 6M | +6.2% | +21.6% | -15.4% | +1.6% |
| YTD | +10.9% | +27.9% | -17.0% | +4.3% |
| 1Y | +16.6% | +39.4% | -22.8% | +7.4% |
| 3Y | +142.2% | +72.7% | +69.6% | +108.3% |
| 5Y | +151.3% | +60.3% | +91.0% | +116.7% |
| 10Y | +113.9% | +332.6% | -218.7% | +58.5% |
| All | +113.9% | +334.2% | -220.3% | +58.5% |
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