+387.2%
BE vs REPL
-35.6%
+422.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.0% | -4.6% | +2.9% |
| 7D | -14.7% | +22.8% | -37.5% | -15.8% |
| 30D | -40.5% | +63.8% | -104.3% | -42.4% |
| 3M | -24.3% | +68.1% | -92.5% | -27.0% |
| 6M | -39.3% | +528.5% | -567.8% | -48.7% |
| YTD | +99.4% | +122.4% | -23.0% | +72.8% |
| 1Y | +26.6% | +154.4% | -127.8% | +8.3% |
| 3Y | +1,616.9% | +68.0% | +1,549.0% | +995.5% |
| All | +387.2% | -35.6% | +422.8% | +321.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling