+96.5%
BALL vs VT
+231.8%
-135.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.7% | +4.9% | +5.3% |
| 7D | +6.5% | -0.3% | +6.8% | +6.8% |
| 30D | +18.0% | -1.4% | +19.4% | +19.2% |
| 3M | +6.0% | -1.4% | +7.4% | +7.0% |
| 6M | +11.3% | +5.5% | +5.9% | +6.1% |
| YTD | +28.5% | +12.8% | +15.6% | +15.8% |
| 1Y | +42.8% | +15.4% | +27.4% | +26.1% |
| 3Y | +37.1% | +76.9% | -39.8% | -15.3% |
| 5Y | -21.3% | +60.4% | -81.7% | -47.8% |
| 10Y | +96.5% | +232.8% | -136.3% | -36.3% |
| All | +96.5% | +231.8% | -135.3% | -36.3% |
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