+675.5%
BE vs REPL
+45.9%
+629.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.0% | +9.0% | +11.7% |
| 7D | -1.2% | +14.2% | -15.4% | -2.2% |
| 30D | -30.9% | +65.9% | -96.8% | -33.9% |
| 3M | -11.6% | +84.6% | -96.2% | -16.4% |
| 6M | -25.7% | +446.9% | -472.7% | -40.3% |
| YTD | +123.1% | +129.0% | -5.9% | +81.8% |
| 1Y | +43.4% | +167.9% | -124.5% | +14.7% |
| 3Y | +1,683.6% | +93.9% | +1,589.7% | +938.3% |
| 5Y | +465.4% | -33.0% | +498.4% | +294.6% |
| All | +675.5% | +45.9% | +629.6% | +334.0% |
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