-99.9%
BLNE vs VT
+201.9%
-301.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.3% |
| 7D | -6.3% | -2.3% | -4.0% | -3.8% |
| 30D | -17.9% | -5.0% | -12.9% | -13.4% |
| 3M | -39.6% | -4.9% | -34.7% | -36.6% |
| 6M | -71.1% | -1.5% | -69.5% | -70.1% |
| YTD | -64.5% | +8.5% | -73.0% | -66.0% |
| 1Y | -69.2% | +11.4% | -80.6% | -71.0% |
| 3Y | -95.4% | +70.1% | -165.5% | -97.1% |
| 5Y | -99.9% | +53.7% | -153.6% | -99.9% |
| All | -99.9% | +201.9% | -301.8% | -100.0% |
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 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