+20.5%
BXMT vs VT
+222.7%
-202.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.7% |
| 7D | -1.1% | -0.1% | -0.9% | -0.9% |
| 30D | -2.1% | -0.7% | -1.4% | -1.4% |
| 3M | -22.4% | +4.0% | -26.4% | -26.0% |
| 6M | -24.1% | +12.3% | -36.3% | -33.4% |
| YTD | -23.6% | +14.0% | -37.6% | -34.2% |
| 1Y | -22.7% | +20.3% | -43.0% | -37.3% |
| 3Y | -17.0% | +75.4% | -92.4% | -55.3% |
| 5Y | -27.7% | +66.0% | -93.7% | -58.7% |
| 10Y | +20.5% | +228.2% | -207.7% | -62.0% |
| All | +20.5% | +222.7% | -202.2% | -62.0% |
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