-94.9%
BLND vs VT
+66.0%
-160.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.9% |
| 7D | -6.1% | +2.9% | -9.0% | -10.8% |
| 30D | +12.0% | -2.5% | +14.6% | +17.5% |
| 3M | -23.6% | -3.3% | -20.2% | -18.7% |
| 6M | -24.1% | +1.5% | -25.6% | -26.1% |
| YTD | -64.8% | +11.4% | -76.2% | -70.8% |
| 1Y | -65.0% | +11.9% | -76.9% | -71.3% |
| 3Y | -11.6% | +73.9% | -85.4% | -67.8% |
| 5Y | -91.6% | +57.9% | -149.5% | -96.5% |
| All | -94.9% | +66.0% | -160.8% | -98.1% |
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