+1,080.6%
EXPE vs BTG
+392.0%
+688.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.6% |
| 7D | -9.5% | -0.9% | -8.6% | -9.5% |
| 30D | -6.6% | +36.8% | -43.5% | -8.9% |
| 3M | +31.4% | +23.1% | +8.3% | +29.0% |
| 6M | +35.2% | +3.5% | +31.7% | +33.9% |
| YTD | +5.8% | +25.5% | -19.7% | +2.9% |
| 1Y | +38.7% | +40.1% | -1.4% | +33.3% |
| 3Y | +175.8% | +101.1% | +74.7% | +154.9% |
| 5Y | +111.8% | +70.6% | +41.3% | +96.8% |
| 10Y | +179.7% | +152.1% | +27.6% | +146.6% |
| All | +1,080.6% | +392.0% | +688.6% | +901.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling