+48.7%
BXP vs VT
+374.2%
-325.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -2.4% | +0.4% | -2.8% | -2.8% |
| 30D | -3.3% | +1.0% | -4.3% | -4.3% |
| 3M | +10.2% | +2.4% | +7.9% | +6.8% |
| 6M | +23.0% | +12.0% | +11.0% | +7.3% |
| YTD | +2.8% | +15.3% | -12.6% | -13.3% |
| 1Y | -6.1% | +22.6% | -28.7% | -26.2% |
| 3Y | +19.2% | +74.7% | -55.4% | -36.7% |
| 5Y | -22.9% | +66.1% | -89.0% | -56.7% |
| 10Y | -27.9% | +225.0% | -252.9% | -81.4% |
| All | +48.7% | +374.2% | -325.5% | -75.7% |
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