+962.7%
VST vs BIL
+25.2%
+937.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | 0.0% | -13.8% | -13.8% |
| 7D | -15.7% | -0.3% | -15.5% | -15.1% |
| 30D | -17.0% | 0.0% | -17.0% | -16.7% |
| 3M | -15.9% | +0.3% | -16.2% | -16.0% |
| 6M | -25.0% | +1.2% | -26.2% | -26.1% |
| YTD | -25.1% | +2.4% | -27.5% | -27.8% |
| 1Y | -34.9% | +3.0% | -37.9% | -38.1% |
| 3Y | +252.7% | +13.1% | +239.6% | +168.2% |
| 5Y | +582.3% | +19.4% | +562.9% | +407.1% |
| 10Y | +1,076.6% | +25.1% | +1,051.4% | +695.3% |
| All | +962.7% | +25.2% | +937.5% | +620.7% |
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