+104.8%
BP vs EXPE
+727.6%
-622.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | +0.7% |
| 7D | -11.6% | -9.3% | -2.3% | -10.3% |
| 30D | 0.0% | +0.1% | -0.1% | -0.8% |
| 3M | +6.7% | -15.3% | +22.1% | +9.2% |
| 6M | +2.2% | +5.5% | -3.3% | -1.6% |
| YTD | +33.0% | -8.0% | +40.9% | +29.9% |
| 1Y | +30.7% | +18.9% | +11.8% | +19.3% |
| 3Y | +44.2% | +135.5% | -91.3% | +7.2% |
| 5Y | +105.1% | +44.3% | +60.9% | +63.4% |
| 10Y | +133.5% | +117.7% | +15.8% | +53.3% |
| All | +104.8% | +727.6% | -622.8% | -28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling