+156.4%
EXPE vs BTG
+158.3%
-1.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +1.9% |
| 7D | -8.7% | -5.5% | -3.2% | -8.1% |
| 30D | -13.6% | +6.1% | -19.7% | -14.2% |
| 3M | +26.6% | +38.6% | -12.0% | +22.2% |
| 6M | +19.9% | +0.7% | +19.3% | +18.8% |
| YTD | -1.7% | +20.3% | -22.0% | -5.1% |
| 1Y | +29.4% | +25.0% | +4.4% | +23.7% |
| 3Y | +155.7% | +97.3% | +58.4% | +127.4% |
| 5Y | +93.1% | +78.3% | +14.8% | +72.3% |
| All | +156.4% | +158.3% | -1.9% | +120.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling