+69.6%
BTI vs EXPD
+308.0%
-238.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | -1.4% | -0.9% | -0.4% | -1.2% |
| 30D | -7.0% | +4.1% | -11.1% | -7.8% |
| 3M | -6.3% | +13.8% | -20.1% | -8.9% |
| 6M | -2.0% | +27.3% | -29.2% | -7.2% |
| YTD | +0.2% | +25.4% | -25.2% | -5.3% |
| 1Y | +3.8% | +54.4% | -50.6% | -6.7% |
| 3Y | +112.1% | +67.9% | +44.2% | +83.5% |
| 5Y | +113.6% | +59.2% | +54.4% | +83.8% |
| 10Y | +69.6% | +308.6% | -238.9% | +15.0% |
| All | +69.6% | +308.0% | -238.4% | +15.0% |
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