+61.0%
BEN vs VT
+224.4%
-163.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -1.4% |
| 7D | +7.2% | -0.7% | +7.9% | +8.2% |
| 30D | +14.1% | -1.7% | +15.9% | +16.8% |
| 3M | +9.9% | -2.3% | +12.2% | +13.3% |
| 6M | +17.4% | +1.5% | +15.9% | +15.2% |
| YTD | +57.3% | +12.0% | +45.3% | +36.8% |
| 1Y | +66.9% | +12.9% | +54.1% | +43.8% |
| 3Y | +85.7% | +74.9% | +10.7% | -7.4% |
| 5Y | +31.2% | +59.9% | -28.7% | -25.7% |
| 10Y | +61.0% | +224.6% | -163.6% | -59.8% |
| All | +61.0% | +224.4% | -163.3% | -59.8% |
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