+3,437.2%
VMC vs BEN
+5,152.6%
-1,715.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -1.3% | +6.8% | -8.1% | -3.7% |
| 30D | +15.5% | +18.0% | -2.5% | +8.6% |
| 3M | +0.6% | +7.5% | -6.9% | -2.2% |
| 6M | +2.1% | +14.7% | -12.6% | -3.3% |
| YTD | -1.6% | +56.1% | -57.7% | -17.3% |
| 1Y | -1.2% | +69.6% | -70.8% | -19.5% |
| 3Y | +35.3% | +87.7% | -52.4% | +3.3% |
| 5Y | +43.6% | +28.6% | +15.0% | +24.1% |
| 10Y | +126.7% | +59.8% | +66.9% | +70.2% |
| All | +3,437.2% | +5,152.6% | -1,715.4% | +1,374.1% |
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