+27.8%
EXPE vs BTG
+25.2%
+2.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.4% |
| 7D | -5.8% | -3.8% | -2.0% | -5.6% |
| 30D | -13.6% | +3.6% | -17.3% | -13.7% |
| 3M | +25.2% | +32.0% | -6.8% | +24.5% |
| 6M | +22.3% | +3.4% | +19.0% | +21.4% |
| YTD | -0.3% | +20.8% | -21.1% | -2.0% |
| 1Y | +27.8% | +22.4% | +5.4% | +17.5% |
| All | +27.8% | +25.2% | +2.6% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling