+396.3%
VUG vs BIL
+25.6%
+370.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | -8.2% | 0.0% | -8.1% | -8.1% |
| 3M | -5.4% | +0.6% | -6.0% | -5.0% |
| 6M | -2.5% | +1.5% | -4.1% | -1.5% |
| YTD | +4.2% | +2.8% | +1.4% | +5.6% |
| 1Y | +5.0% | +3.3% | +1.7% | +6.6% |
| 3Y | +81.7% | +13.4% | +68.3% | +76.3% |
| 5Y | +62.5% | +19.8% | +42.7% | +54.1% |
| 10Y | +396.3% | +25.6% | +370.7% | +355.8% |
| All | +396.3% | +25.6% | +370.7% | +355.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling