-43.0%
BXMT vs VT
+53.4%
-96.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.8% | -2.8% |
| 7D | +1.5% | -2.3% | +3.8% | +3.7% |
| 30D | -0.4% | -5.0% | +4.6% | +4.4% |
| 3M | -16.2% | -4.9% | -11.3% | -12.2% |
| 6M | -38.2% | -1.5% | -36.6% | -37.8% |
| YTD | -36.1% | +8.5% | -44.6% | -41.9% |
| 1Y | -31.1% | +11.4% | -42.4% | -39.0% |
| 3Y | -27.0% | +70.1% | -97.0% | -59.0% |
| All | -43.0% | +53.4% | -96.4% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling