+51.8%
BEN vs VCLT
+17.0%
+34.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -0.9% |
| 7D | +0.3% | -1.3% | +1.6% | +0.8% |
| 30D | +0.9% | -1.1% | +2.0% | +1.3% |
| 3M | +9.2% | -3.7% | +12.9% | +10.8% |
| 6M | +36.8% | -4.0% | +40.8% | +39.1% |
| YTD | +44.4% | -3.4% | +47.8% | +46.5% |
| 1Y | +45.8% | -4.1% | +50.0% | +48.4% |
| 3Y | +52.5% | +11.0% | +41.6% | +48.4% |
| 5Y | +37.7% | -17.0% | +54.7% | +32.0% |
| All | +51.8% | +17.0% | +34.8% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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