+641.7%
BE vs REPL
+52.6%
+589.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.6% | -8.9% | -4.8% |
| 7D | -13.4% | +12.7% | -26.1% | -14.2% |
| 30D | -33.9% | +73.5% | -107.4% | -37.0% |
| 3M | -12.0% | +70.3% | -82.3% | -16.1% |
| 6M | -29.0% | +472.0% | -501.0% | -43.1% |
| YTD | +113.4% | +139.5% | -26.1% | +73.1% |
| 1Y | +33.2% | +167.3% | -134.1% | +6.7% |
| 3Y | +1,659.2% | +109.5% | +1,549.7% | +912.0% |
| 5Y | +461.4% | -29.9% | +491.3% | +290.2% |
| All | +641.7% | +52.6% | +589.1% | +313.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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