+25.2%
BIL vs VMC
+146.8%
-121.5%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | 0.0% |
| 7D | +0.1% | -5.3% | +5.4% | +0.1% |
| 30D | +0.3% | -12.3% | +12.5% | +0.3% |
| 3M | +0.9% | -10.3% | +11.2% | +0.9% |
| 6M | +1.8% | -8.6% | +10.4% | +1.8% |
| YTD | +2.5% | -11.9% | +14.3% | +2.5% |
| 1Y | +3.7% | -13.9% | +17.6% | +3.7% |
| 3Y | +14.1% | +18.2% | -4.1% | +14.1% |
| 5Y | +19.4% | +47.7% | -28.3% | +19.4% |
| 10Y | +25.2% | +152.5% | -127.3% | +25.3% |
| All | +25.2% | +146.8% | -121.5% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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