+135.7%
BP vs EXPD
+337.7%
-202.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.3% | +0.5% |
| 7D | -0.8% | -1.6% | +0.8% | -0.3% |
| 30D | -3.1% | +0.6% | -3.8% | -3.5% |
| 3M | +6.2% | +9.8% | -3.7% | +2.4% |
| 6M | +4.8% | +25.8% | -21.0% | -4.1% |
| YTD | +35.2% | +31.3% | +3.9% | +20.4% |
| 1Y | +27.4% | +40.9% | -13.5% | +10.3% |
| 3Y | +49.8% | +74.7% | -25.0% | +16.3% |
| 5Y | +109.4% | +62.9% | +46.5% | +63.4% |
| 10Y | +135.7% | +334.3% | -198.7% | +17.8% |
| All | +135.7% | +337.7% | -202.0% | +17.8% |
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