-23.4%
BITO vs VLO
+120.8%
-144.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.8% | +8.6% | +2.7% |
| 7D | -1.9% | -6.0% | +4.0% | -2.1% |
| 30D | -6.7% | -12.9% | +6.1% | -7.0% |
| 3M | +23.1% | +18.3% | +4.7% | +21.4% |
| 6M | -2.0% | +46.4% | -48.5% | -5.0% |
| YTD | -11.4% | +127.7% | -139.1% | -25.7% |
| 1Y | -23.4% | +120.6% | -144.0% | -35.6% |
| All | -23.4% | +120.8% | -144.1% | -35.6% |
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