+154.8%
EXPE vs BTG
+99.9%
+54.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.8% |
| 7D | -11.5% | +2.4% | -13.9% | -11.6% |
| 30D | -13.1% | +9.5% | -22.5% | -13.5% |
| 3M | +18.1% | +38.5% | -20.4% | +16.0% |
| 6M | +13.3% | +5.6% | +7.6% | +12.3% |
| YTD | -3.2% | +23.9% | -27.2% | -5.5% |
| 1Y | +26.1% | +32.1% | -6.0% | +21.3% |
| All | +154.8% | +99.9% | +54.9% | +137.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling