+36.2%
BALT vs VT
+67.5%
-31.2%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | -0.2% | -0.7% | +0.5% | -0.1% |
| 30D | -0.1% | -1.7% | +1.7% | +0.2% |
| 3M | +1.1% | -2.3% | +3.4% | +1.4% |
| 6M | +3.1% | +1.5% | +1.5% | +2.7% |
| YTD | +4.6% | +12.0% | -7.5% | +2.5% |
| 1Y | +6.0% | +12.9% | -6.9% | +3.7% |
| 3Y | +24.4% | +74.9% | -50.5% | +13.5% |
| 5Y | +35.2% | +59.9% | -24.7% | +23.5% |
| All | +36.2% | +67.5% | -31.2% | +23.9% |
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