+10.5%
BL vs VT
+215.5%
-205.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.1% | +0.2% | -23.3% | -23.4% |
| 7D | -23.4% | -2.3% | -21.1% | -21.5% |
| 30D | -8.6% | -5.0% | -3.7% | -3.5% |
| 3M | -13.7% | -4.9% | -8.8% | -8.9% |
| 6M | -12.4% | -1.5% | -10.8% | -11.9% |
| YTD | -53.2% | +8.5% | -61.7% | -58.4% |
| 1Y | -54.4% | +11.4% | -65.8% | -60.8% |
| 3Y | -51.9% | +70.1% | -121.9% | -75.1% |
| 5Y | -80.0% | +53.7% | -133.7% | -88.1% |
| All | +10.5% | +215.5% | -205.0% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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