+529.2%
BALL vs VT
+356.1%
+173.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | 0.0% | -7.2% | -7.2% |
| 7D | -1.4% | -1.6% | +0.2% | -0.2% |
| 30D | +12.1% | -2.5% | +14.6% | +14.2% |
| 3M | -2.7% | -1.3% | -1.4% | -2.0% |
| 6M | +3.8% | +3.1% | +0.7% | +0.7% |
| YTD | +20.5% | +10.9% | +9.6% | +10.2% |
| 1Y | +36.1% | +12.1% | +24.0% | +23.1% |
| 3Y | +28.6% | +73.9% | -45.3% | -18.3% |
| 5Y | -28.2% | +58.0% | -86.2% | -50.8% |
| 10Y | +80.2% | +225.5% | -145.3% | -31.0% |
| All | +529.2% | +356.1% | +173.1% | +105.7% |
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