+101.5%
BP vs EXPE
+851.4%
-750.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.9% |
| 7D | +3.9% | -9.5% | +13.5% | +6.2% |
| 30D | +7.6% | -6.6% | +14.2% | +8.9% |
| 3M | +0.7% | +31.4% | -30.7% | -6.4% |
| 6M | +15.5% | +35.2% | -19.7% | +5.6% |
| YTD | +30.8% | +5.8% | +25.0% | +25.3% |
| 1Y | +34.3% | +38.7% | -4.4% | +19.4% |
| 3Y | +35.1% | +175.8% | -140.7% | -2.8% |
| 5Y | +126.8% | +111.8% | +15.0% | +65.3% |
| 10Y | +123.4% | +179.7% | -56.4% | +40.2% |
| All | +101.5% | +851.4% | -750.0% | -31.1% |
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