-27.6%
BXMT vs VT
+66.2%
-93.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.8% |
| 7D | +0.4% | +1.0% | -0.6% | -0.5% |
| 30D | -2.0% | -0.2% | -1.7% | -1.8% |
| 3M | -20.9% | +4.5% | -25.4% | -24.6% |
| 6M | -23.9% | +14.1% | -38.0% | -33.7% |
| YTD | -23.6% | +14.8% | -38.4% | -34.0% |
| 1Y | -23.0% | +21.2% | -44.2% | -37.3% |
| 3Y | -17.0% | +76.6% | -93.6% | -54.7% |
| 5Y | -27.6% | +66.6% | -94.2% | -59.1% |
| All | -27.6% | +66.2% | -93.8% | -59.1% |
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