+127.7%
BP vs EXPD
+334.2%
-206.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.8% |
| 7D | -6.9% | -5.5% | -1.4% | -5.0% |
| 30D | -3.6% | -1.9% | -1.7% | -3.1% |
| 3M | +8.4% | +6.1% | +2.3% | +5.9% |
| 6M | +5.3% | +21.6% | -16.3% | -2.5% |
| YTD | +33.2% | +27.9% | +5.3% | +19.7% |
| 1Y | +28.2% | +39.4% | -11.2% | +11.3% |
| 3Y | +49.2% | +72.7% | -23.4% | +16.3% |
| 5Y | +102.9% | +60.3% | +42.6% | +58.9% |
| 10Y | +127.7% | +332.6% | -204.9% | +15.1% |
| All | +127.7% | +334.2% | -206.5% | +15.1% |
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