+127.7%
EXPE vs BTG
+164.8%
-37.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -0.5% | -9.1% | +8.6% | +0.4% |
| 30D | -6.1% | -1.6% | -4.5% | -6.2% |
| 3M | -21.3% | -2.8% | -18.5% | -21.3% |
| 6M | +19.0% | -7.6% | +26.6% | +19.0% |
| YTD | -8.4% | +10.2% | -18.7% | -11.1% |
| 1Y | -2.8% | +21.3% | -24.0% | -6.8% |
| 3Y | +120.8% | +82.7% | +38.1% | +96.4% |
| 5Y | +46.2% | +30.8% | +15.4% | +33.0% |
| All | +127.7% | +164.8% | -37.2% | +96.9% |
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