+1,008.9%
BE vs REPL
-3.2%
+1,012.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.8% | +11.4% | +9.8% |
| 7D | +29.8% | -5.7% | +35.5% | +30.3% |
| 30D | +26.4% | +22.5% | +3.9% | +24.0% |
| 3M | +9.3% | +64.7% | -55.3% | +1.2% |
| 6M | +105.1% | +83.0% | +22.0% | +71.5% |
| YTD | +219.0% | +52.0% | +167.1% | +169.7% |
| 1Y | +418.8% | +144.5% | +274.2% | +286.1% |
| 3Y | +1,784.6% | -25.1% | +1,809.6% | +1,184.0% |
| 5Y | +1,251.0% | -52.9% | +1,303.8% | +868.9% |
| All | +1,008.9% | -3.2% | +1,012.1% | +544.0% |
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