-29.9%
BITO vs VLO
+143.4%
-173.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +2.9% | +5.2% | -2.3% | +2.7% |
| 30D | +22.6% | +22.6% | 0.0% | +21.5% |
| 3M | +24.7% | +43.8% | -19.1% | +22.2% |
| 6M | +7.5% | +65.7% | -58.3% | +1.7% |
| YTD | -10.8% | +131.1% | -141.9% | -21.4% |
| 1Y | -29.9% | +143.6% | -173.5% | -35.2% |
| All | -29.9% | +143.4% | -173.3% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 1y: compounded portfolio wealth divided by compounded VLO 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…
1y analysis · Full analysis span regression · 6 months rolling