+57.3%
BEN vs REPL
-6.0%
+63.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.2% | +3.6% |
| 7D | +0.2% | -3.0% | +3.2% | +0.3% |
| 30D | -0.5% | +27.1% | -27.7% | -1.7% |
| 3M | +9.7% | +52.4% | -42.7% | +5.7% |
| 6M | +33.9% | +107.4% | -73.5% | +21.5% |
| YTD | +49.0% | +54.7% | -5.8% | +37.1% |
| 1Y | +42.1% | +158.9% | -116.7% | +22.9% |
| 3Y | +51.9% | -23.7% | +75.6% | +25.7% |
| 5Y | +39.0% | -54.3% | +93.4% | +17.9% |
| All | +57.3% | -6.0% | +63.3% | +11.1% |
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