+175.0%
BP vs EXE
+151.8%
+23.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -11.6% | -6.6% | -5.1% | -9.3% |
| 30D | 0.0% | -4.0% | +4.0% | +1.6% |
| 3M | +6.7% | -7.5% | +14.2% | +9.8% |
| 6M | +2.2% | -11.7% | +13.8% | +6.9% |
| YTD | +33.0% | -22.0% | +55.0% | +44.7% |
| 1Y | +30.7% | -21.8% | +52.5% | +41.9% |
| 3Y | +44.2% | +8.0% | +36.2% | +34.6% |
| 5Y | +105.1% | +62.3% | +42.9% | +56.9% |
| All | +175.0% | +151.8% | +23.2% | +68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling