-97.2%
BLNK vs VT
+221.8%
-319.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.3% | -7.0% | -6.8% |
| 7D | -18.3% | +2.4% | -20.6% | -21.8% |
| 30D | -7.5% | -1.5% | -6.0% | -4.3% |
| 3M | -30.1% | -4.1% | -26.0% | -23.7% |
| 6M | -53.8% | +0.6% | -54.4% | -53.3% |
| YTD | -37.0% | +11.0% | -48.1% | -44.9% |
| 1Y | -71.2% | +13.3% | -84.6% | -75.8% |
| 3Y | -87.8% | +73.4% | -161.1% | -94.6% |
| 5Y | -99.0% | +57.4% | -156.4% | -99.4% |
| All | -97.2% | +221.8% | -319.0% | -98.9% |
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