+81.8%
BLW vs VT
+223.7%
-141.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.8% | -0.4% |
| 7D | +1.7% | +0.4% | +1.4% | +1.5% |
| 30D | +0.8% | -2.6% | +3.4% | +2.1% |
| 3M | -3.6% | -3.2% | -0.4% | -2.1% |
| 6M | -2.4% | +0.9% | -3.4% | -3.1% |
| YTD | -5.9% | +11.3% | -17.2% | -11.0% |
| 1Y | -5.5% | +14.0% | -19.5% | -11.7% |
| 3Y | +23.4% | +75.8% | -52.5% | -8.4% |
| 5Y | +9.9% | +57.8% | -48.0% | -14.5% |
| 10Y | +81.8% | +219.8% | -138.0% | -0.6% |
| All | +81.8% | +223.7% | -141.9% | -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