+855.8%
VUG vs BIL
+30.4%
+825.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +1.0% |
| 7D | -3.4% | -0.3% | -3.1% | -4.5% |
| 30D | -11.1% | 0.0% | -11.1% | -11.1% |
| 3M | -7.2% | +0.3% | -7.6% | -5.9% |
| 6M | -4.1% | +1.2% | -5.4% | +1.2% |
| YTD | +1.4% | +2.5% | -1.1% | +12.8% |
| 1Y | +1.9% | +3.0% | -1.1% | +16.3% |
| 3Y | +77.7% | +13.2% | +64.6% | +206.6% |
| 5Y | +57.6% | +19.4% | +38.2% | +249.9% |
| 10Y | +398.6% | +25.2% | +373.4% | +1,297.1% |
| All | +855.8% | +30.4% | +825.4% | +2,608.5% |
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