+91.1%
EXPE vs BTI
+115.0%
-23.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.4% | -7.5% | -7.8% |
| 7D | -9.8% | -1.4% | -8.4% | -9.4% |
| 30D | -11.5% | -7.0% | -4.5% | -9.7% |
| 3M | +21.7% | -6.3% | +28.0% | +23.7% |
| 6M | +10.4% | -2.0% | +12.3% | +10.0% |
| YTD | -2.5% | +0.2% | -2.7% | -4.3% |
| 1Y | +27.3% | +3.8% | +23.6% | +23.2% |
| 3Y | +153.5% | +112.1% | +41.4% | +72.1% |
| 5Y | +91.1% | +113.6% | -22.5% | +26.0% |
| All | +91.1% | +115.0% | -23.9% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling