+27.4%
EXPE vs BTI
+1.8%
+25.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.8% |
| 7D | -11.5% | -2.4% | -9.1% | -11.6% |
| 30D | -13.1% | -4.8% | -8.3% | -13.3% |
| 3M | +18.1% | -8.1% | +26.3% | +17.9% |
| 6M | +13.3% | -4.2% | +17.5% | +14.6% |
| YTD | -3.2% | -1.3% | -1.9% | -3.4% |
| All | +27.4% | +1.8% | +25.6% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling