-55.2%
BXMT vs VT
+357.6%
-412.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -3.1% |
| 7D | -1.1% | +0.4% | -1.4% | -1.7% |
| 30D | +1.4% | -2.6% | +4.0% | +4.4% |
| 3M | -17.9% | -3.2% | -14.6% | -14.7% |
| 6M | -37.6% | +0.9% | -38.5% | -39.1% |
| YTD | -36.0% | +11.3% | -47.3% | -45.1% |
| 1Y | -31.8% | +14.0% | -45.8% | -43.4% |
| 3Y | -27.0% | +75.8% | -102.8% | -65.7% |
| 5Y | -42.9% | +57.8% | -100.7% | -69.3% |
| 10Y | -2.0% | +219.8% | -221.8% | -80.1% |
| All | -55.2% | +357.6% | -412.8% | -94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling