+688.8%
VRT vs BIL
+20.3%
+668.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +18.6% | +0.1% | +18.5% | +18.4% |
| 30D | -11.7% | +0.3% | -12.0% | -12.4% |
| 3M | -27.3% | +0.9% | -28.2% | -28.5% |
| 6M | -42.9% | +1.8% | -44.7% | -44.7% |
| YTD | +29.5% | +3.1% | +26.3% | +18.9% |
| 1Y | +21.0% | +3.7% | +17.4% | +9.3% |
| 3Y | +403.1% | +13.8% | +389.3% | +102.4% |
| 5Y | +688.8% | +20.2% | +668.6% | +28.8% |
| All | +688.8% | +20.3% | +668.6% | +28.8% |
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