+103.9%
BP vs EXPE
+43.3%
+60.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | 0.0% |
| 7D | -11.6% | -9.3% | -2.3% | -11.1% |
| 30D | 0.0% | +0.1% | -0.1% | -0.3% |
| 3M | +6.7% | -15.3% | +22.1% | +7.6% |
| 6M | +2.2% | +5.5% | -3.3% | +0.5% |
| YTD | +33.0% | -8.0% | +40.9% | +32.1% |
| 1Y | +30.7% | +18.9% | +11.8% | +24.7% |
| 3Y | +44.2% | +135.5% | -91.3% | +21.9% |
| All | +103.9% | +43.3% | +60.6% | +80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling