+127.0%
BP vs EXPE
+112.4%
+14.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | -6.3% | -11.2% | +4.9% | -4.4% |
| 30D | -3.6% | -7.5% | +3.8% | -2.8% |
| 3M | +5.2% | -19.1% | +24.3% | +8.7% |
| 6M | +5.3% | +10.7% | -5.4% | +0.2% |
| YTD | +33.1% | -9.9% | +43.0% | +30.6% |
| 1Y | +26.3% | -4.6% | +30.9% | +21.6% |
| 3Y | +47.5% | +116.8% | -69.3% | +7.6% |
| 5Y | +106.2% | +38.6% | +67.6% | +62.5% |
| 10Y | +127.0% | +115.9% | +11.1% | +20.5% |
| All | +127.0% | +112.4% | +14.6% | +20.5% |
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