+130.2%
BP vs EXPD
+304.0%
-173.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.4% |
| 7D | -11.6% | -7.2% | -4.5% | -9.3% |
| 30D | 0.0% | -3.3% | +3.3% | +1.1% |
| 3M | +6.7% | +3.4% | +3.4% | +5.2% |
| 6M | +2.2% | +22.7% | -20.5% | -5.8% |
| YTD | +33.0% | +24.5% | +8.4% | +20.7% |
| 1Y | +30.7% | +38.6% | -7.9% | +13.7% |
| 3Y | +44.2% | +71.5% | -27.3% | +12.6% |
| 5Y | +105.1% | +56.2% | +48.9% | +62.3% |
| All | +130.2% | +304.0% | -173.8% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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