+49.2%
BXSL vs VT
+61.2%
-12.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -2.0% |
| 7D | +1.1% | +0.4% | +0.8% | +0.8% |
| 30D | +0.3% | -2.6% | +2.9% | +1.6% |
| 3M | +0.7% | -3.2% | +3.9% | +2.3% |
| 6M | +5.5% | +0.9% | +4.6% | +4.6% |
| YTD | +0.1% | +11.3% | -11.2% | -6.0% |
| 1Y | +2.4% | +14.0% | -11.6% | -5.1% |
| 3Y | +20.2% | +75.8% | -55.7% | -11.0% |
| 5Y | +34.7% | +57.8% | -23.1% | -2.6% |
| All | +49.2% | +61.2% | -12.0% | +8.6% |
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 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