+74.2%
EXPE vs BTSG
+495.4%
-421.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.8% |
| 7D | -4.2% | +8.5% | -12.7% | -5.7% |
| 30D | -4.5% | +14.0% | -18.6% | -6.9% |
| 3M | -19.7% | +19.7% | -39.4% | -22.6% |
| 6M | +18.3% | +28.7% | -10.5% | +10.6% |
| YTD | -7.3% | +90.8% | -98.1% | -21.1% |
| 1Y | -3.9% | +112.4% | -116.3% | -20.0% |
| All | +74.2% | +495.4% | -421.2% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling