+64.1%
BEN vs REPL
+39.1%
+25.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.0% | +3.4% | +6.2% |
| 7D | +12.2% | +14.2% | -2.0% | +11.6% |
| 30D | +12.1% | +65.9% | -53.8% | +9.6% |
| 3M | +7.3% | +84.6% | -77.3% | +4.3% |
| 6M | +17.9% | +446.9% | -429.1% | +5.3% |
| YTD | +55.4% | +129.0% | -73.6% | +40.5% |
| 1Y | +69.3% | +167.9% | -98.5% | +51.5% |
| 3Y | +82.8% | +93.9% | -11.1% | +39.2% |
| 5Y | +28.8% | -33.0% | +61.8% | +7.4% |
| All | +64.1% | +39.1% | +25.0% | +13.8% |
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