+713.2%
EXPE vs BTI
+947.0%
-233.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.7% |
| 7D | -11.2% | -0.1% | -11.1% | -11.0% |
| 30D | -7.5% | +9.6% | -17.0% | -11.3% |
| 3M | -19.1% | +8.3% | -27.4% | -22.0% |
| 6M | +10.7% | +7.5% | +3.2% | +6.1% |
| YTD | -9.9% | +12.3% | -22.2% | -16.6% |
| 1Y | -4.6% | +16.2% | -20.8% | -13.4% |
| 3Y | +116.8% | +148.0% | -31.2% | +29.2% |
| 5Y | +38.6% | +153.2% | -114.7% | -19.0% |
| 10Y | +115.9% | +128.2% | -12.4% | +24.8% |
| All | +713.2% | +947.0% | -233.9% | +168.1% |
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