+122.3%
EXPE vs BTDR
+77.1%
+45.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.7% | -7.3% | +1.8% |
| 7D | -17.8% | +7.7% | -25.4% | -18.2% |
| 30D | -3.2% | -24.1% | +20.8% | -2.0% |
| 3M | -19.0% | -19.1% | +0.1% | -18.8% |
| 6M | +17.7% | -46.6% | +64.3% | +19.9% |
| YTD | -7.8% | -37.3% | +29.5% | -8.2% |
| 1Y | -1.4% | -53.2% | +51.8% | -0.1% |
| All | +122.3% | +77.1% | +45.2% | +112.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling