+56.9%
BEN vs REPL
-7.7%
+64.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | -0.2% |
| 7D | +4.7% | -5.7% | +10.4% | +4.9% |
| 30D | +2.6% | +22.5% | -19.9% | +1.6% |
| 3M | +11.5% | +64.7% | -53.2% | +7.0% |
| 6M | +35.3% | +83.0% | -47.7% | +23.7% |
| YTD | +48.6% | +52.0% | -3.3% | +36.9% |
| 1Y | +46.7% | +144.5% | -97.8% | +27.4% |
| 3Y | +57.0% | -25.1% | +82.1% | +30.0% |
| 5Y | +41.8% | -52.9% | +94.7% | +19.7% |
| All | +56.9% | -7.7% | +64.6% | +10.9% |
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 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