+911.5%
BE vs REPL
-1.4%
+912.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.6% | +9.0% | +7.5% |
| 7D | +20.0% | -3.0% | +22.9% | +20.2% |
| 30D | +7.9% | +27.1% | -19.2% | +5.5% |
| 3M | -13.2% | +52.4% | -65.6% | -19.1% |
| 6M | +53.5% | +107.4% | -54.0% | +26.1% |
| YTD | +191.0% | +54.7% | +136.3% | +145.7% |
| 1Y | +360.5% | +158.9% | +201.7% | +240.3% |
| 3Y | +1,568.0% | -23.7% | +1,591.7% | +1,034.9% |
| 5Y | +1,055.2% | -54.3% | +1,109.5% | +734.2% |
| All | +911.5% | -1.4% | +912.9% | +486.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling