+120.4%
VSH vs BEN
+58.0%
+62.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -3.9% |
| 7D | +26.2% | +11.3% | +14.9% | +18.4% |
| 30D | -12.5% | +15.0% | -27.5% | -19.3% |
| 3M | -16.9% | +7.8% | -24.8% | -20.2% |
| 6M | -17.0% | +15.5% | -32.5% | -23.3% |
| YTD | +93.8% | +55.4% | +38.4% | +48.4% |
| 1Y | +99.3% | +63.3% | +36.1% | +48.3% |
| 3Y | +35.0% | +83.4% | -48.4% | -7.6% |
| 5Y | +45.8% | +28.1% | +17.7% | +19.7% |
| All | +120.4% | +58.0% | +62.4% | +42.0% |
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