-63.6%
BLDP vs VT
+345.0%
-408.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.1% | -4.1% | -3.2% |
| 7D | -8.7% | -4.2% | -4.6% | -3.7% |
| 30D | -29.1% | -5.8% | -23.3% | -23.5% |
| 3M | -44.7% | -5.2% | -39.5% | -40.5% |
| 6M | -66.3% | +0.1% | -66.4% | -65.6% |
| YTD | -42.5% | +8.2% | -50.8% | -45.9% |
| 1Y | -60.0% | +10.1% | -70.1% | -63.0% |
| 3Y | -60.1% | +69.7% | -129.8% | -77.0% |
| 5Y | -91.8% | +53.4% | -145.1% | -94.3% |
| 10Y | -24.0% | +219.2% | -243.2% | -70.7% |
| All | -63.6% | +345.0% | -408.6% | -90.2% |
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 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