+76.4%
BEN vs VCLT
+103.4%
-27.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +0.2% | -0.5% | +0.7% | +0.3% |
| 30D | -0.5% | -0.9% | +0.3% | -0.4% |
| 3M | +9.7% | -3.2% | +13.0% | +10.1% |
| 6M | +33.9% | -3.8% | +37.7% | +34.4% |
| YTD | +49.0% | -2.0% | +51.0% | +49.3% |
| 1Y | +42.1% | -0.8% | +42.9% | +42.3% |
| 3Y | +51.9% | +12.3% | +39.6% | +51.4% |
| 5Y | +39.0% | -15.4% | +54.5% | +27.7% |
| 10Y | +57.9% | +15.7% | +42.1% | +70.4% |
| All | +76.4% | +103.4% | -27.0% | +183.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling