-73.4%
BL vs VT
+59.7%
-133.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +0.8% |
| 7D | +1.8% | -0.3% | +2.1% | +2.2% |
| 30D | +22.3% | -1.4% | +23.7% | +24.4% |
| 3M | +3.8% | -1.4% | +5.2% | +5.7% |
| 6M | +2.9% | +5.5% | -2.6% | -6.3% |
| YTD | -37.8% | +12.8% | -50.6% | -49.2% |
| 1Y | -39.1% | +15.4% | -54.5% | -52.0% |
| 3Y | -37.7% | +76.9% | -114.6% | -76.3% |
| All | -73.4% | +59.7% | -133.1% | -88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling