+81.9%
EXPE vs BTSG
+416.6%
-334.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -11.5% | +2.9% | -14.4% | -12.0% |
| 30D | -13.1% | +0.9% | -13.9% | -13.4% |
| 3M | +18.1% | +1.6% | +16.5% | +16.2% |
| 6M | +13.3% | +46.8% | -33.5% | +1.8% |
| YTD | -3.2% | +65.5% | -68.8% | -15.2% |
| 1Y | +26.1% | +136.2% | -110.1% | +2.8% |
| All | +81.9% | +416.6% | -334.7% | +26.8% |
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