+46.5%
BXP vs VT
+363.9%
-317.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.7% | +3.6% | +3.4% |
| 7D | +7.3% | -0.3% | +7.6% | +7.7% |
| 30D | +11.1% | -1.4% | +12.5% | +12.9% |
| 3M | -5.6% | -1.4% | -4.2% | -4.1% |
| 6M | +15.1% | +5.5% | +9.6% | +7.7% |
| YTD | +1.3% | +12.8% | -11.6% | -12.4% |
| 1Y | -1.0% | +15.4% | -16.4% | -16.7% |
| 3Y | +30.8% | +76.9% | -46.1% | -31.8% |
| 5Y | -25.2% | +60.4% | -85.6% | -56.3% |
| 10Y | -13.3% | +232.8% | -246.1% | -78.3% |
| All | +46.5% | +363.9% | -317.4% | -75.5% |
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