+79.7%
BLW vs VT
+224.4%
-144.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.4% |
| 7D | -1.4% | -0.7% | -0.7% | -1.1% |
| 30D | +0.2% | -1.7% | +2.0% | +1.0% |
| 3M | -5.0% | -2.3% | -2.7% | -4.0% |
| 6M | -3.5% | +1.5% | -5.1% | -4.4% |
| YTD | -7.3% | +12.0% | -19.4% | -12.7% |
| 1Y | -7.4% | +12.9% | -20.2% | -13.0% |
| 3Y | +21.0% | +74.9% | -53.9% | -9.9% |
| 5Y | +8.0% | +59.9% | -51.9% | -16.5% |
| 10Y | +79.7% | +224.6% | -144.9% | -2.0% |
| All | +79.7% | +224.4% | -144.6% | -2.0% |
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 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