-21.0%
BXP vs VT
+224.4%
-245.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -1.4% |
| 7D | -3.8% | -0.7% | -3.1% | -3.2% |
| 30D | +6.5% | -1.7% | +8.3% | +8.4% |
| 3M | -4.9% | -2.3% | -2.6% | -2.7% |
| 6M | +10.0% | +1.5% | +8.5% | +7.5% |
| YTD | -2.6% | +12.0% | -14.6% | -14.7% |
| 1Y | -8.3% | +12.9% | -21.2% | -20.3% |
| 3Y | +41.3% | +74.9% | -33.6% | -23.3% |
| 5Y | -30.2% | +59.9% | -90.1% | -58.1% |
| 10Y | -21.0% | +224.6% | -245.6% | -75.8% |
| All | -21.0% | +224.4% | -245.3% | -75.8% |
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