+855.0%
EXPE vs BTI
+837.9%
+17.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.1% |
| 7D | -9.5% | -1.4% | -8.1% | -8.9% |
| 30D | -6.6% | -6.6% | 0.0% | -3.6% |
| 3M | +31.4% | -3.0% | +34.4% | +32.7% |
| 6M | +35.2% | -6.7% | +41.9% | +37.4% |
| YTD | +5.8% | +0.6% | +5.2% | +3.1% |
| 1Y | +38.7% | +5.6% | +33.1% | +31.5% |
| 3Y | +175.8% | +110.3% | +65.5% | +78.2% |
| 5Y | +111.8% | +114.3% | -2.4% | +34.2% |
| 10Y | +179.7% | +67.7% | +112.1% | +90.5% |
| All | +855.0% | +837.9% | +17.1% | +231.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling