+53.6%
BEN vs VCLT
+21.5%
+32.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.6% |
| 7D | +6.8% | -2.3% | +9.0% | +7.8% |
| 30D | +18.0% | +0.8% | +17.2% | +17.6% |
| 3M | +7.5% | -2.7% | +10.1% | +8.7% |
| 6M | +14.7% | -4.3% | +19.0% | +16.8% |
| YTD | +56.1% | -4.3% | +60.4% | +59.1% |
| 1Y | +69.6% | -4.4% | +74.0% | +72.9% |
| 3Y | +87.7% | +13.8% | +73.9% | +81.2% |
| 5Y | +28.6% | -17.0% | +45.6% | +24.7% |
| All | +53.6% | +21.5% | +32.1% | +74.5% |
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