+897.3%
VST vs BIL
+25.2%
+872.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | 0.0% | -6.2% | -6.2% |
| 7D | -19.9% | -0.3% | -19.6% | -19.3% |
| 30D | -29.7% | 0.0% | -29.6% | -29.4% |
| 3M | -19.6% | +0.3% | -19.9% | -19.7% |
| 6M | -29.4% | +1.2% | -30.6% | -30.5% |
| YTD | -29.7% | +2.4% | -32.1% | -32.3% |
| 1Y | -40.0% | +3.0% | -43.1% | -43.0% |
| 3Y | +231.0% | +13.1% | +217.9% | +151.6% |
| 5Y | +500.1% | +19.4% | +480.7% | +345.8% |
| 10Y | +1,004.2% | +25.2% | +979.0% | +645.7% |
| All | +897.3% | +25.2% | +872.1% | +575.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling