+156.4%
EXPE vs BTI
+72.6%
+83.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.2% |
| 7D | -8.7% | -2.0% | -6.7% | -8.0% |
| 30D | -13.6% | -3.4% | -10.2% | -12.5% |
| 3M | +26.6% | -9.0% | +35.6% | +30.9% |
| 6M | +19.9% | -5.0% | +25.0% | +21.1% |
| YTD | -1.7% | -0.3% | -1.4% | -3.4% |
| 1Y | +29.4% | +3.1% | +26.3% | +25.2% |
| 3Y | +155.7% | +111.0% | +44.7% | +76.2% |
| 5Y | +93.1% | +117.0% | -23.9% | +30.9% |
| All | +156.4% | +72.6% | +83.8% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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