+93.1%
EXPE vs BTDR
+16.5%
+76.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.5% | +8.1% | +1.9% |
| 7D | -8.7% | -3.2% | -5.5% | -8.6% |
| 30D | -13.6% | +32.7% | -46.3% | -15.1% |
| 3M | +26.6% | -28.4% | +55.0% | +27.9% |
| 6M | +19.9% | +51.7% | -31.8% | +15.4% |
| YTD | -1.7% | +2.9% | -4.6% | -3.8% |
| 1Y | +29.4% | -15.5% | +44.9% | +26.3% |
| 3Y | +155.7% | 0.0% | +155.7% | +133.6% |
| 5Y | +93.1% | +16.5% | +76.6% | +73.9% |
| All | +93.1% | +16.5% | +76.6% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling