+182.1%
BP vs EXE
+187.5%
-5.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.4% |
| 7D | +4.0% | -2.7% | +6.7% | +5.0% |
| 30D | +7.8% | -0.4% | +8.2% | +8.0% |
| 3M | +8.4% | +9.5% | -1.1% | +4.7% |
| 6M | +15.1% | -9.3% | +24.4% | +19.0% |
| YTD | +36.4% | -10.9% | +47.3% | +41.2% |
| 1Y | +40.9% | +4.3% | +36.6% | +36.7% |
| 3Y | +38.8% | +18.8% | +20.0% | +25.1% |
| 5Y | +141.1% | +101.4% | +39.7% | +68.0% |
| All | +182.1% | +187.5% | -5.4% | +64.6% |
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