+321.1%
EXPD vs BTG
+147.2%
+173.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.2% |
| 7D | +1.2% | +2.4% | -1.2% | +1.0% |
| 30D | +5.2% | +9.5% | -4.3% | +4.7% |
| 3M | +13.2% | +38.5% | -25.3% | +11.3% |
| 6M | +30.3% | +5.6% | +24.7% | +29.5% |
| YTD | +27.0% | +23.9% | +3.1% | +25.1% |
| 1Y | +57.3% | +32.1% | +25.2% | +54.0% |
| 3Y | +70.0% | +103.2% | -33.2% | +61.3% |
| 5Y | +61.6% | +79.7% | -18.1% | +53.3% |
| 10Y | +321.1% | +159.1% | +161.9% | +304.8% |
| All | +321.1% | +147.2% | +173.9% | +304.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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