+19.0%
EXPE vs BTI
-0.7%
+19.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.8% |
| 7D | -0.5% | +1.6% | -2.1% | -1.3% |
| 30D | -6.1% | +9.2% | -15.3% | -8.7% |
| 3M | -21.3% | +9.6% | -30.9% | -23.7% |
| 6M | +19.0% | -2.4% | +21.4% | +14.3% |
| All | +19.0% | -0.7% | +19.7% | +14.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling