+50.0%
EXPE vs BTSG
+111.7%
-61.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.1% | +10.6% | +10.5% |
| 7D | +14.6% | +17.4% | -2.7% | +11.7% |
| 30D | +21.4% | +12.6% | +8.8% | +19.0% |
| 3M | +1.4% | +11.2% | -9.8% | -0.6% |
| 6M | +28.6% | +30.4% | -1.8% | +15.4% |
| YTD | +12.1% | +86.4% | -74.2% | -14.4% |
| 1Y | +50.0% | +117.9% | -67.9% | +2.0% |
| All | +50.0% | +111.7% | -61.7% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling