-22.3%
BLV vs VT
+57.0%
-79.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -2.6% | +2.4% | -4.9% | -3.0% |
| 30D | +0.9% | -1.5% | +2.4% | +1.2% |
| 3M | -2.7% | -4.1% | +1.4% | -1.9% |
| 6M | -3.9% | +0.6% | -4.5% | -4.1% |
| YTD | -4.6% | +11.0% | -15.6% | -6.7% |
| 1Y | -5.2% | +13.3% | -18.6% | -7.7% |
| 3Y | +10.3% | +73.4% | -63.1% | -2.1% |
| All | -22.3% | +57.0% | -79.3% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling