+185.5%
BP vs EXE
+165.2%
+20.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | +3.8% | +5.3% | -1.5% | +1.8% |
| 30D | -5.3% | -2.2% | -3.1% | -4.5% |
| 3M | +9.3% | -5.9% | +15.1% | +11.7% |
| 6M | +7.2% | -5.7% | +12.9% | +9.4% |
| YTD | +38.0% | -17.8% | +55.9% | +47.2% |
| 1Y | +33.2% | -23.1% | +56.3% | +45.5% |
| 3Y | +50.3% | +21.2% | +29.1% | +34.1% |
| 5Y | +114.1% | +78.8% | +35.3% | +58.0% |
| All | +185.5% | +165.2% | +20.3% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling