+42.1%
BL vs VT
+212.4%
-170.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | +2.5% |
| 7D | -0.1% | -4.2% | +4.1% | +4.7% |
| 30D | +19.5% | -5.8% | +25.3% | +27.6% |
| 3M | +10.5% | -5.2% | +15.7% | +17.3% |
| 6M | +4.1% | +0.1% | +4.0% | +2.4% |
| YTD | -39.1% | +8.2% | -47.3% | -45.7% |
| 1Y | -40.8% | +10.1% | -51.0% | -48.4% |
| 3Y | -39.0% | +69.7% | -108.7% | -68.4% |
| 5Y | -74.0% | +53.4% | -127.3% | -84.5% |
| 10Y | +54.6% | +219.2% | -164.6% | -61.1% |
| All | +42.1% | +212.4% | -170.4% | -62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling