+44.9%
BXP vs VT
+345.0%
-300.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | +3.5% |
| 7D | +3.5% | -4.2% | +7.7% | +8.5% |
| 30D | +9.1% | -5.8% | +14.9% | +16.5% |
| 3M | -5.7% | -5.2% | -0.5% | 0.0% |
| 6M | +13.9% | +0.1% | +13.8% | +12.9% |
| YTD | +0.2% | +8.2% | -8.1% | -9.3% |
| 1Y | -1.6% | +10.1% | -11.7% | -12.7% |
| 3Y | +29.4% | +69.7% | -40.3% | -29.4% |
| 5Y | -27.4% | +53.4% | -80.8% | -55.5% |
| 10Y | -14.3% | +219.2% | -233.5% | -77.5% |
| All | +44.9% | +345.0% | -300.1% | -74.6% |
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