+9.8%
BLV vs VT
+223.7%
-213.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.1% |
| 7D | +0.7% | +0.4% | +0.3% | +0.6% |
| 30D | +4.6% | -2.6% | +7.2% | +4.8% |
| 3M | -0.1% | -3.2% | +3.2% | +0.2% |
| 6M | -2.4% | +0.9% | -3.3% | -2.5% |
| YTD | -1.9% | +11.3% | -13.2% | -2.9% |
| 1Y | -2.7% | +14.0% | -16.7% | -3.9% |
| 3Y | +14.0% | +75.8% | -61.9% | +8.8% |
| 5Y | -22.7% | +57.8% | -80.5% | -26.5% |
| 10Y | +9.8% | +219.8% | -210.0% | +0.6% |
| All | +9.8% | +223.7% | -213.9% | +0.6% |
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