+64.1%
BEN vs REPL
+37.4%
+26.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.3% |
| 7D | +11.3% | +9.8% | +1.5% | +10.9% |
| 30D | +15.0% | +81.5% | -66.5% | +12.0% |
| 3M | +7.8% | +44.2% | -36.4% | +5.9% |
| 6M | +15.5% | +437.4% | -421.9% | +3.3% |
| YTD | +55.4% | +126.1% | -70.7% | +40.5% |
| 1Y | +63.3% | +143.1% | -79.9% | +46.9% |
| 3Y | +83.4% | +97.8% | -14.4% | +39.1% |
| 5Y | +28.1% | -34.3% | +62.3% | +7.0% |
| All | +64.1% | +37.4% | +26.7% | +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