+1,335.7%
BP vs EXPD
+30,859.1%
-29,523.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | +3.9% | -1.1% | +5.1% | +4.2% |
| 30D | +7.6% | +4.1% | +3.5% | +6.7% |
| 3M | +0.7% | +17.9% | -17.2% | -2.8% |
| 6M | +15.5% | +29.2% | -13.7% | +9.2% |
| YTD | +30.8% | +27.4% | +3.5% | +23.7% |
| 1Y | +34.3% | +56.8% | -22.5% | +21.4% |
| 3Y | +35.1% | +68.0% | -33.0% | +19.6% |
| 5Y | +126.8% | +61.9% | +65.0% | +99.7% |
| 10Y | +123.4% | +316.0% | -192.6% | +63.9% |
| All | +1,335.7% | +30,859.1% | -29,523.4% | +673.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling