+25.7%
BIL vs VSH
+117.5%
-91.8%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | 0.0% |
| 7D | +0.1% | -1.6% | +1.7% | +0.1% |
| 30D | 0.0% | -21.3% | +21.3% | 0.0% |
| 3M | +0.6% | -18.9% | +19.5% | +0.6% |
| 6M | +1.5% | -21.4% | +22.9% | +1.5% |
| YTD | +2.8% | +86.8% | -84.1% | +2.8% |
| 1Y | +3.3% | +85.8% | -82.4% | +3.3% |
| 3Y | +13.4% | +30.1% | -16.7% | +13.4% |
| 5Y | +19.8% | +42.8% | -23.0% | +19.8% |
| 10Y | +25.7% | +121.2% | -95.6% | +25.7% |
| All | +25.7% | +117.5% | -91.8% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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