-100.0%
BENF vs VT
+59.5%
-159.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.3% |
| 7D | -3.4% | -2.3% | -1.1% | -3.4% |
| 30D | -42.4% | -5.0% | -37.4% | -42.4% |
| 3M | -77.4% | -4.9% | -72.5% | -77.5% |
| 6M | -79.4% | -1.5% | -77.8% | -79.7% |
| YTD | -89.9% | +8.5% | -98.4% | -90.4% |
| 1Y | -83.2% | +11.4% | -94.6% | -84.2% |
| 3Y | -99.8% | +70.1% | -169.9% | -99.9% |
| All | -100.0% | +59.5% | -159.5% | -100.0% |
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