+179.5%
VSH vs BEN
+53.7%
+125.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.6% |
| 7D | +3.5% | +3.4% | +0.2% | +1.5% |
| 30D | -4.4% | +1.8% | -6.2% | -5.4% |
| 3M | -45.8% | +8.4% | -54.2% | -48.2% |
| 6M | +90.1% | +35.6% | +54.5% | +58.0% |
| YTD | +120.3% | +46.4% | +74.0% | +74.5% |
| 1Y | +112.2% | +46.3% | +65.9% | +68.1% |
| 3Y | +36.6% | +54.6% | -18.0% | +3.1% |
| 5Y | +67.0% | +39.4% | +27.6% | +29.6% |
| 10Y | +179.5% | +57.6% | +121.9% | +84.2% |
| All | +179.5% | +53.7% | +125.8% | +84.2% |
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