+57.4%
BEN vs REPL
-25.2%
+82.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.2% | +3.5% |
| 7D | +0.2% | -3.0% | +3.2% | +0.3% |
| 30D | -0.5% | +27.1% | -27.7% | -0.8% |
| 3M | +9.7% | +52.4% | -42.7% | +8.7% |
| 6M | +33.9% | +107.4% | -73.5% | +31.4% |
| YTD | +49.0% | +54.7% | -5.8% | +46.8% |
| 1Y | +42.1% | +158.9% | -116.7% | +37.9% |
| All | +57.4% | -25.2% | +82.6% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling