+232.5%
BLW vs VT
+345.0%
-112.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.1% | -0.2% |
| 7D | -0.3% | -4.2% | +3.8% | +1.4% |
| 30D | -1.0% | -5.8% | +4.8% | +1.5% |
| 3M | -5.3% | -5.2% | 0.0% | -3.2% |
| 6M | -4.3% | +0.1% | -4.4% | -4.5% |
| YTD | -7.9% | +8.2% | -16.1% | -11.2% |
| 1Y | -7.7% | +10.1% | -17.8% | -11.6% |
| 3Y | +17.8% | +69.7% | -51.8% | -6.8% |
| 5Y | +7.1% | +53.4% | -46.3% | -12.3% |
| 10Y | +79.7% | +219.2% | -139.5% | +7.5% |
| All | +232.5% | +345.0% | -112.5% | +65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling