+25.8%
BIL vs VT
+345.0%
-319.2%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | 0.0% |
| 7D | -0.3% | -4.2% | +3.9% | -0.3% |
| 30D | 0.0% | -5.8% | +5.8% | 0.0% |
| 3M | +0.3% | -5.2% | +5.6% | +0.3% |
| 6M | +1.2% | +0.1% | +1.1% | +1.2% |
| YTD | +2.4% | +8.2% | -5.8% | +2.4% |
| 1Y | +3.0% | +10.1% | -7.1% | +3.0% |
| 3Y | +13.1% | +69.7% | -56.5% | +13.3% |
| 5Y | +19.4% | +53.4% | -34.0% | +19.5% |
| 10Y | +25.2% | +219.2% | -194.1% | +25.6% |
| All | +25.8% | +345.0% | -319.2% | +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