+30.8%
BIL vs VSH
+166.6%
-135.8%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.8% | -8.8% | 0.0% |
| 7D | +0.1% | +12.8% | -12.7% | +0.1% |
| 30D | 0.0% | -9.0% | +9.0% | 0.0% |
| 3M | +0.6% | -12.2% | +12.8% | +0.6% |
| 6M | +1.5% | -15.9% | +17.4% | +1.5% |
| YTD | +2.8% | +103.2% | -100.4% | +2.9% |
| 1Y | +3.3% | +108.4% | -105.1% | +3.4% |
| 3Y | +13.4% | +41.6% | -28.1% | +13.5% |
| 5Y | +19.8% | +54.6% | -34.8% | +20.0% |
| 10Y | +25.7% | +138.2% | -112.5% | +26.0% |
| All | +30.8% | +166.6% | -135.8% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling