+130.3%
BEN vs VIG
+623.5%
-493.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +4.2% |
| 7D | +0.2% | -0.4% | +0.7% | +0.9% |
| 30D | -0.5% | -1.0% | +0.4% | +0.9% |
| 3M | +9.7% | +2.8% | +7.0% | +5.1% |
| 6M | +33.9% | +8.2% | +25.7% | +18.7% |
| YTD | +49.0% | +11.0% | +38.0% | +27.0% |
| 1Y | +42.1% | +16.1% | +26.0% | +12.9% |
| 3Y | +51.9% | +56.2% | -4.3% | -23.8% |
| 5Y | +39.0% | +63.0% | -23.9% | -33.5% |
| 10Y | +57.9% | +241.4% | -183.6% | -77.8% |
| All | +130.3% | +623.5% | -493.2% | -89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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