+140.1%
BP vs EXPE
+126.2%
+13.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.8% | +1.1% |
| 7D | +2.5% | -4.2% | +6.7% | +3.4% |
| 30D | -5.6% | -4.5% | -1.1% | -5.4% |
| 3M | +8.0% | -19.7% | +27.7% | +11.9% |
| 6M | +5.7% | +18.3% | -12.6% | -1.0% |
| YTD | +36.8% | -7.3% | +44.2% | +33.4% |
| 1Y | +30.7% | -3.9% | +34.6% | +25.8% |
| 3Y | +51.6% | +123.0% | -71.4% | +10.0% |
| 5Y | +112.2% | +47.9% | +64.3% | +64.0% |
| All | +140.1% | +126.2% | +13.9% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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