+236.8%
BLW vs VT
+346.0%
-109.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +1.0% | -2.3% | +3.4% | +2.0% |
| 30D | +0.6% | -5.0% | +5.6% | +2.8% |
| 3M | -3.8% | -4.9% | +1.1% | -1.8% |
| 6M | -3.4% | -1.5% | -1.9% | -2.9% |
| YTD | -6.7% | +8.5% | -15.2% | -10.1% |
| 1Y | -6.1% | +11.4% | -17.4% | -10.5% |
| 3Y | +21.1% | +70.1% | -49.0% | -4.3% |
| 5Y | +8.5% | +53.7% | -45.2% | -11.2% |
| 10Y | +82.0% | +220.0% | -138.0% | +8.8% |
| All | +236.8% | +346.0% | -109.2% | +67.3% |
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