+156.8%
BITO vs VLO
+192.7%
-35.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | -5.8% | +4.0% | -9.8% | -6.4% |
| 30D | +21.1% | +19.0% | +2.1% | +18.0% |
| 3M | +23.5% | +50.0% | -26.5% | +15.6% |
| 6M | +8.3% | +79.1% | -70.9% | -3.2% |
| YTD | -13.9% | +140.3% | -154.1% | -27.8% |
| 1Y | -34.5% | +148.3% | -182.9% | -45.7% |
| All | +156.8% | +192.7% | -35.9% | +106.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling