+84.8%
BEN vs VYM
+487.3%
-402.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.8% |
| 7D | +3.4% | -1.0% | +4.3% | +4.9% |
| 30D | +1.8% | -2.0% | +3.8% | +5.0% |
| 3M | +8.4% | +3.1% | +5.3% | +3.5% |
| 6M | +35.6% | +8.9% | +26.7% | +19.4% |
| YTD | +46.4% | +14.7% | +31.6% | +19.0% |
| 1Y | +46.3% | +19.4% | +26.9% | +11.9% |
| 3Y | +54.6% | +65.4% | -10.8% | -27.5% |
| 5Y | +39.4% | +77.6% | -38.2% | -39.8% |
| 10Y | +57.6% | +207.8% | -150.2% | -70.5% |
| All | +84.8% | +487.3% | -402.5% | -85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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