-20.7%
BXP vs VT
+217.6%
-238.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.5% |
| 7D | +1.5% | -0.1% | +1.6% | +1.5% |
| 30D | +7.6% | -3.1% | +10.7% | +11.1% |
| 3M | -5.3% | -3.5% | -1.8% | -1.8% |
| 6M | +9.3% | +0.5% | +8.8% | +8.0% |
| YTD | -2.4% | +10.8% | -13.2% | -13.5% |
| 1Y | -7.1% | +11.9% | -19.0% | -18.6% |
| 3Y | +41.6% | +73.0% | -31.4% | -22.2% |
| 5Y | -29.6% | +58.6% | -88.2% | -57.4% |
| 10Y | -20.7% | +219.2% | -239.9% | -75.3% |
| All | -20.7% | +217.6% | -238.4% | -75.3% |
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