+409.7%
VUG vs BIL
+25.3%
+384.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | -1.4% | +0.3% | -1.7% | -1.2% |
| 3M | +2.3% | +0.9% | +1.4% | +3.1% |
| 6M | +15.7% | +1.8% | +13.9% | +17.2% |
| YTD | +8.6% | +2.5% | +6.2% | +10.2% |
| 1Y | +14.1% | +3.7% | +10.4% | +16.2% |
| 3Y | +87.9% | +14.1% | +73.8% | +86.9% |
| 5Y | +76.3% | +19.4% | +56.9% | +75.1% |
| 10Y | +409.7% | +25.3% | +384.4% | +416.4% |
| All | +409.7% | +25.3% | +384.4% | +416.4% |
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