+48.2%
BXSL vs VT
+60.8%
-12.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -1.3% | +2.4% | -3.6% | -2.5% |
| 30D | +0.1% | -1.5% | +1.6% | +0.7% |
| 3M | -1.8% | -4.1% | +2.3% | +0.1% |
| 6M | +6.8% | +0.6% | +6.2% | +6.1% |
| YTD | -0.5% | +11.0% | -11.6% | -6.5% |
| 1Y | +1.2% | +13.3% | -12.1% | -6.0% |
| 3Y | +19.1% | +73.4% | -54.3% | -11.2% |
| 5Y | +27.9% | +57.4% | -29.5% | -7.4% |
| All | +48.2% | +60.8% | -12.6% | +8.0% |
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