-3.9%
EXPE vs BTI
+15.9%
-19.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.2% | -3.2% | -1.0% | -3.8% |
| 30D | -4.5% | +9.7% | -14.2% | -4.5% |
| 3M | -19.7% | +11.1% | -30.8% | -19.7% |
| 6M | +18.3% | -1.2% | +19.5% | +16.0% |
| YTD | -7.3% | +12.7% | -20.0% | -7.4% |
| 1Y | -3.9% | +15.8% | -19.7% | -5.0% |
| All | -3.9% | +15.9% | -19.8% | -5.0% |
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