+85.2%
EXPE vs BTDR
+23.8%
+61.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.9% | -5.6% | -1.9% |
| 7D | -9.5% | +20.0% | -29.5% | -10.4% |
| 30D | -6.6% | +11.9% | -18.6% | -7.5% |
| 3M | +31.4% | -36.9% | +68.3% | +33.7% |
| 6M | +35.2% | +56.5% | -21.3% | +29.9% |
| YTD | +5.8% | +10.4% | -4.6% | +3.2% |
| 1Y | +38.7% | +3.1% | +35.6% | +33.9% |
| 3Y | +175.8% | -2.6% | +178.4% | +150.8% |
| 5Y | +111.8% | +25.2% | +86.7% | +88.6% |
| All | +85.2% | +23.8% | +61.4% | +64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling