+38.5%
BILL vs VT
+133.4%
-95.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -2.3% | +0.4% | -2.7% | -2.9% |
| 30D | +1.7% | +1.0% | +0.8% | +0.1% |
| 3M | +36.7% | +2.4% | +34.3% | +30.1% |
| 6M | +12.6% | +12.0% | +0.6% | -9.0% |
| YTD | -9.9% | +15.3% | -25.2% | -30.2% |
| 1Y | +5.3% | +22.6% | -17.3% | -26.5% |
| 3Y | -57.8% | +74.7% | -132.5% | -83.6% |
| 5Y | -83.5% | +66.1% | -149.6% | -92.4% |
| All | +38.5% | +133.4% | -95.0% | -52.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling