+448.2%
EXPD vs BTG
+392.0%
+56.1%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.0% |
| 7D | -1.1% | -0.9% | -0.3% | -1.1% |
| 30D | +4.1% | +36.8% | -32.8% | +2.6% |
| 3M | +17.9% | +23.1% | -5.2% | +16.6% |
| 6M | +29.2% | +3.5% | +25.8% | +28.5% |
| YTD | +27.4% | +25.5% | +1.9% | +25.4% |
| 1Y | +56.8% | +40.1% | +16.7% | +53.4% |
| 3Y | +68.0% | +101.1% | -33.1% | +60.5% |
| 5Y | +61.9% | +70.6% | -8.7% | +54.8% |
| 10Y | +316.0% | +152.1% | +163.9% | +284.5% |
| All | +448.2% | +392.0% | +56.1% | +362.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling