+61.8%
BEN vs VT
+215.5%
-153.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.2% | +4.5% | +4.4% |
| 7D | +6.6% | -2.3% | +8.9% | +9.8% |
| 30D | +3.8% | -5.0% | +8.8% | +10.7% |
| 3M | +0.2% | -4.9% | +5.1% | +6.7% |
| 6M | +10.4% | -1.5% | +12.0% | +12.5% |
| YTD | +46.2% | +8.5% | +37.7% | +32.2% |
| 1Y | +52.3% | +11.4% | +40.9% | +33.2% |
| 3Y | +65.9% | +70.1% | -4.1% | -14.4% |
| 5Y | +20.6% | +53.7% | -33.2% | -28.4% |
| All | +61.8% | +215.5% | -153.8% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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