+828.9%
BLX vs VT
+374.2%
+454.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | +2.0% | +0.4% | +1.6% | +1.6% |
| 30D | -4.7% | +1.0% | -5.6% | -5.6% |
| 3M | +0.7% | +2.4% | -1.6% | -1.9% |
| 6M | +15.2% | +12.0% | +3.2% | +2.6% |
| YTD | +29.7% | +15.3% | +14.3% | +12.1% |
| 1Y | +25.5% | +22.6% | +2.9% | +2.1% |
| 3Y | +181.8% | +74.7% | +107.2% | +62.1% |
| 5Y | +351.0% | +66.1% | +284.8% | +167.4% |
| 10Y | +264.2% | +225.0% | +39.2% | +10.1% |
| All | +828.9% | +374.2% | +454.7% | +94.3% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling