+143.6%
VMC vs BEN
+56.7%
+87.0%
-49.2%
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 | +0.3% | -1.3% | +1.6% | +0.8% |
| 7D | -3.7% | +0.3% | -4.0% | -3.8% |
| 30D | -12.8% | +0.9% | -13.7% | -13.1% |
| 3M | -7.9% | +9.2% | -17.1% | -11.3% |
| 6M | -7.5% | +36.8% | -44.3% | -19.1% |
| YTD | -11.6% | +44.4% | -56.0% | -24.6% |
| 1Y | -14.3% | +45.8% | -60.1% | -27.4% |
| 3Y | +18.5% | +52.5% | -34.0% | -4.6% |
| 5Y | +46.8% | +37.7% | +9.1% | +20.2% |
| All | +143.6% | +56.7% | +87.0% | +68.3% |
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