+153.5%
EXPE vs BTI
+113.6%
+39.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.4% | -7.5% | -7.8% |
| 7D | -9.8% | -1.4% | -8.4% | -9.6% |
| 30D | -11.5% | -7.0% | -4.5% | -10.9% |
| 3M | +21.7% | -6.3% | +28.0% | +22.5% |
| 6M | +10.4% | -2.0% | +12.3% | +10.4% |
| YTD | -2.5% | +0.2% | -2.7% | -3.4% |
| 1Y | +27.3% | +3.8% | +23.6% | +25.4% |
| 3Y | +153.5% | +112.1% | +41.4% | +91.8% |
| All | +153.5% | +113.6% | +39.9% | +91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling