+12.5%
BALQ vs VT
+12.8%
-0.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.6% | +0.7% | -0.2% |
| 7D | -0.3% | +0.4% | -0.7% | -0.6% |
| 30D | -11.1% | -2.6% | -8.5% | -7.7% |
| 3M | -7.0% | -3.2% | -3.8% | -2.7% |
| 6M | -3.4% | +0.9% | -4.3% | -3.8% |
| YTD | +13.0% | +11.3% | +1.7% | +0.4% |
| All | +12.5% | +12.8% | -0.3% | -1.2% |
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 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