+60.3%
EXPE vs BTDR
-44.0%
+104.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.6% | +7.5% | -0.8% |
| 7D | -0.5% | -6.9% | +6.4% | -0.2% |
| 30D | -6.1% | -31.5% | +25.5% | -4.7% |
| 3M | -21.3% | -36.1% | +14.8% | -20.3% |
| 6M | +19.0% | -57.6% | +76.6% | +22.1% |
| YTD | -8.4% | -50.0% | +41.6% | -7.7% |
| 1Y | -2.8% | -49.6% | +46.8% | -2.3% |
| 3Y | +120.8% | +48.5% | +72.2% | +108.5% |
| 5Y | +46.2% | -43.8% | +90.0% | +34.6% |
| All | +60.3% | -44.0% | +104.3% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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