+6,024.9%
BTI vs EXPD
+30,859.1%
-24,834.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | -1.4% | -1.1% | -0.3% | -1.3% |
| 30D | -6.6% | +4.1% | -10.7% | -7.1% |
| 3M | -3.0% | +17.9% | -20.9% | -5.1% |
| 6M | -6.7% | +29.2% | -35.9% | -9.8% |
| YTD | +0.6% | +27.4% | -26.8% | -2.9% |
| 1Y | +5.6% | +56.8% | -51.2% | -0.8% |
| 3Y | +110.3% | +68.0% | +42.3% | +94.4% |
| 5Y | +114.3% | +61.9% | +52.4% | +97.3% |
| 10Y | +67.7% | +316.0% | -248.3% | +37.0% |
| All | +6,024.9% | +30,859.1% | -24,834.2% | +3,496.8% |
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