+113.3%
BEN vs VT
+374.2%
-260.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +0.2% | +0.4% | -0.2% | -0.3% |
| 30D | -0.5% | +1.0% | -1.5% | -1.8% |
| 3M | +9.7% | +2.4% | +7.3% | +6.2% |
| 6M | +33.9% | +12.0% | +21.9% | +15.7% |
| YTD | +49.0% | +15.3% | +33.6% | +23.9% |
| 1Y | +42.1% | +22.6% | +19.5% | +9.2% |
| 3Y | +51.9% | +74.7% | -22.8% | -26.0% |
| 5Y | +39.0% | +66.1% | -27.1% | -26.0% |
| 10Y | +57.9% | +225.0% | -167.1% | -64.3% |
| All | +113.3% | +374.2% | -260.9% | -62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling