-3.1%
BXMT vs VT
+217.6%
-220.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.2% |
| 7D | +0.2% | -0.1% | +0.3% | +0.2% |
| 30D | +0.6% | -3.1% | +3.7% | +3.7% |
| 3M | -18.6% | -3.5% | -15.1% | -15.7% |
| 6M | -38.0% | +0.5% | -38.5% | -38.9% |
| YTD | -36.4% | +10.8% | -47.2% | -43.7% |
| 1Y | -31.2% | +11.9% | -43.1% | -39.8% |
| 3Y | -27.4% | +73.0% | -100.4% | -60.6% |
| 5Y | -43.3% | +58.6% | -101.9% | -66.1% |
| 10Y | -3.1% | +219.2% | -222.3% | -68.6% |
| All | -3.1% | +217.6% | -220.7% | -68.6% |
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