+523.8%
BALL vs VT
+374.2%
+149.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.4% | +0.4% | -1.9% | -1.8% |
| 30D | -1.0% | +1.0% | -2.0% | -1.8% |
| 3M | +19.3% | +2.4% | +16.9% | +16.7% |
| 6M | -2.6% | +12.0% | -14.6% | -11.3% |
| YTD | +19.5% | +15.3% | +4.1% | +6.2% |
| 1Y | +26.0% | +22.6% | +3.4% | +6.5% |
| 3Y | +18.9% | +74.7% | -55.8% | -24.4% |
| 5Y | -31.2% | +66.1% | -97.4% | -54.6% |
| 10Y | +73.3% | +225.0% | -151.7% | -33.4% |
| All | +523.8% | +374.2% | +149.6% | +98.2% |
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