+567.3%
VRT vs BIL
+19.4%
+547.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.4% | +3.4% |
| 7D | -21.4% | -0.3% | -21.1% | -20.7% |
| 30D | -25.8% | 0.0% | -25.8% | -25.4% |
| 3M | -33.5% | +0.3% | -33.8% | -33.5% |
| 6M | -49.0% | +1.2% | -50.3% | -50.1% |
| YTD | +12.9% | +2.5% | +10.5% | +4.7% |
| 1Y | 0.0% | +3.0% | -3.0% | -9.1% |
| 3Y | +361.8% | +13.2% | +348.6% | +77.8% |
| All | +567.3% | +19.4% | +547.9% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 5y: compounded portfolio wealth divided by compounded BIL 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…
5y analysis · Full analysis span regression · 6 months rolling