-61.1%
BLZE vs VT
+58.3%
-119.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | -0.3% | -11.7% | -11.4% |
| 7D | -6.4% | +2.4% | -8.8% | -10.5% |
| 30D | -20.4% | -1.5% | -18.9% | -17.2% |
| 3M | -62.1% | -4.1% | -58.0% | -58.4% |
| 6M | +5.0% | +0.6% | +4.5% | +6.5% |
| YTD | +66.1% | +11.0% | +55.1% | +40.8% |
| 1Y | +51.8% | +13.3% | +38.4% | +24.3% |
| 3Y | +31.6% | +73.4% | -41.8% | -48.3% |
| 5Y | -64.9% | +57.4% | -122.3% | -81.0% |
| All | -61.1% | +58.3% | -119.4% | -79.2% |
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