+51.8%
BEN vs VICR
+1,679.8%
-1,628.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.2% | -11.2% | -1.9% |
| 7D | -3.1% | +5.0% | -8.1% | -4.0% |
| 30D | +0.2% | -12.5% | +12.7% | +1.9% |
| 3M | +6.8% | -33.6% | +40.4% | +12.1% |
| 6M | +38.1% | +10.7% | +27.4% | +29.0% |
| YTD | +44.3% | +80.6% | -36.2% | +21.9% |
| 1Y | +42.6% | +288.4% | -245.8% | +2.7% |
| 3Y | +52.3% | +213.8% | -161.5% | +6.4% |
| 5Y | +37.6% | +58.8% | -21.2% | +0.5% |
| All | +51.8% | +1,679.8% | -1,628.0% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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