+14.1%
EXPE vs BTG
+6.4%
+7.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.9% | -5.0% | -7.7% |
| 7D | -9.8% | +4.8% | -14.6% | -9.9% |
| 30D | -11.5% | +8.3% | -19.9% | -11.7% |
| 3M | +21.7% | +32.3% | -10.6% | +20.5% |
| All | +14.1% | +6.4% | +7.7% | +12.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling