-69.9%
VFC vs BEN
+56.7%
-126.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.2% | -0.7% |
| 7D | -3.3% | +0.3% | -3.6% | -3.5% |
| 30D | -14.0% | +0.9% | -14.9% | -14.6% |
| 3M | -22.6% | +9.2% | -31.7% | -27.1% |
| 6M | -24.7% | +36.8% | -61.5% | -39.6% |
| YTD | -29.0% | +44.4% | -73.4% | -45.1% |
| 1Y | -13.8% | +45.8% | -59.6% | -34.0% |
| 3Y | -28.2% | +52.5% | -80.8% | -46.0% |
| 5Y | -79.0% | +37.7% | -116.7% | -83.5% |
| All | -69.9% | +56.7% | -126.5% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BEN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling