+25.8%
BIL vs VT
+363.9%
-338.1%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | 0.0% | -1.4% | +1.4% | 0.0% |
| 3M | +0.3% | -1.4% | +1.7% | +0.3% |
| 6M | +1.2% | +5.5% | -4.3% | +1.2% |
| YTD | +2.4% | +12.8% | -10.4% | +2.4% |
| 1Y | +3.0% | +15.4% | -12.4% | +3.1% |
| 3Y | +13.1% | +76.9% | -63.7% | +13.3% |
| 5Y | +19.4% | +60.4% | -41.0% | +19.5% |
| 10Y | +25.1% | +232.8% | -207.6% | +25.6% |
| All | +25.8% | +363.9% | -338.1% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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