+452.1%
BTSG vs EXPD
+49.2%
+402.9%
-35.6%
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% | -1.4% |
| 7D | +2.7% | -1.1% | +3.8% | +3.0% |
| 30D | -3.6% | +4.1% | -7.7% | -4.6% |
| 3M | +5.8% | +17.9% | -12.1% | +1.4% |
| 6M | +44.7% | +29.2% | +15.5% | +35.1% |
| YTD | +62.2% | +27.4% | +34.8% | +52.0% |
| 1Y | +152.1% | +56.8% | +95.3% | +122.7% |
| All | +452.1% | +49.2% | +402.9% | +376.9% |
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