+54.3%
BEN vs REPL
+35.1%
+19.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.0% | -3.3% | +4.4% |
| 7D | +6.6% | +22.8% | -16.2% | +5.7% |
| 30D | +3.8% | +63.8% | -59.9% | +1.6% |
| 3M | +0.2% | +68.1% | -67.9% | -2.2% |
| 6M | +10.4% | +528.5% | -518.0% | -2.1% |
| YTD | +46.2% | +122.4% | -76.3% | +32.2% |
| 1Y | +52.3% | +154.4% | -102.1% | +36.6% |
| 3Y | +65.9% | +68.0% | -2.0% | +28.1% |
| 5Y | +20.6% | -35.4% | +55.9% | +0.8% |
| All | +54.3% | +35.1% | +19.2% | +7.1% |
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