+5.3%
BTI vs EXPD
+20.5%
-15.2%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.2% | -3.6% |
| 7D | -1.0% | -7.2% | +6.1% | -1.6% |
| 30D | +13.0% | -3.3% | +16.2% | +12.3% |
| 3M | +5.3% | +3.4% | +1.9% | +5.1% |
| 6M | +5.3% | +22.7% | -17.4% | +11.2% |
| All | +5.3% | +20.5% | -15.2% | +11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling