+789.7%
VFC vs BEN
+4,913.3%
-4,123.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.2% | +0.9% |
| 7D | -1.6% | +0.2% | -1.8% | -1.7% |
| 30D | -11.6% | -0.5% | -11.1% | -11.5% |
| 3M | -18.1% | +9.7% | -27.8% | -21.1% |
| 6M | -27.4% | +33.9% | -61.3% | -35.6% |
| YTD | -24.8% | +49.0% | -73.8% | -36.1% |
| 1Y | -8.2% | +42.1% | -50.3% | -20.6% |
| 3Y | -29.1% | +51.9% | -81.0% | -39.2% |
| 5Y | -79.2% | +39.0% | -118.2% | -81.6% |
| 10Y | -68.1% | +57.9% | -126.0% | -74.0% |
| All | +789.7% | +4,913.3% | -4,123.6% | +176.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling