-48.5%
VFC vs BEN
+60.1%
-108.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.4% | +7.2% | -8.6% | -6.2% |
| 30D | +30.7% | +14.1% | +16.6% | +19.1% |
| 3M | +40.6% | +9.9% | +30.7% | +31.2% |
| 6M | +16.5% | +17.4% | -0.9% | +3.5% |
| YTD | +16.2% | +57.3% | -41.1% | -16.2% |
| 1Y | +42.4% | +66.9% | -24.5% | -1.2% |
| 3Y | +48.1% | +85.7% | -37.6% | -3.4% |
| 5Y | -67.8% | +31.2% | -99.0% | -74.3% |
| 10Y | -48.5% | +61.0% | -109.5% | -70.5% |
| All | -48.5% | +60.1% | -108.5% | -70.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling