-6.2%
BXMT vs VT
+221.8%
-228.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -0.9% |
| 7D | -4.2% | +2.4% | -6.6% | -6.6% |
| 30D | +1.0% | -1.5% | +2.5% | +2.4% |
| 3M | -23.3% | -4.1% | -19.2% | -20.1% |
| 6M | -38.0% | +0.6% | -38.6% | -39.0% |
| YTD | -38.8% | +11.0% | -49.8% | -45.9% |
| 1Y | -34.9% | +13.3% | -48.2% | -43.8% |
| 3Y | -29.8% | +73.4% | -103.2% | -62.0% |
| 5Y | -45.4% | +57.4% | -102.8% | -67.1% |
| All | -6.2% | +221.8% | -228.0% | -69.4% |
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