+25.7%
BIL vs VMC
+129.3%
-103.5%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | +0.1% | -4.3% | +4.4% | +0.1% |
| 30D | 0.0% | +16.2% | -16.2% | 0.0% |
| 3M | +0.6% | -0.8% | +1.4% | +0.6% |
| 6M | +1.5% | +1.2% | +0.3% | +1.5% |
| YTD | +2.8% | +0.5% | +2.3% | +2.8% |
| 1Y | +3.3% | -2.9% | +6.2% | +3.3% |
| 3Y | +13.4% | +37.3% | -23.9% | +13.4% |
| 5Y | +19.8% | +48.8% | -28.9% | +19.8% |
| 10Y | +25.7% | +131.4% | -105.7% | +25.8% |
| All | +25.7% | +129.3% | -103.5% | +25.8% |
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