+30.8%
BIL vs VFC
+62.6%
-31.8%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +0.1% | +3.5% | -3.4% | +0.1% |
| 30D | 0.0% | +38.3% | -38.3% | 0.0% |
| 3M | +0.6% | +40.2% | -39.6% | +0.6% |
| 6M | +1.5% | +10.6% | -9.1% | +1.5% |
| YTD | +2.8% | +16.7% | -14.0% | +2.8% |
| 1Y | +3.3% | +45.0% | -41.7% | +3.3% |
| 3Y | +13.4% | +48.8% | -35.4% | +13.5% |
| 5Y | +19.8% | -67.6% | +87.4% | +19.8% |
| 10Y | +25.7% | -47.5% | +73.2% | +25.7% |
| All | +30.8% | +62.6% | -31.8% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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