-10.6%
BITO vs VLO
+473.2%
-483.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | -3.4% | +5.3% | -8.8% | -4.4% |
| 30D | +21.4% | +18.2% | +3.2% | +17.4% |
| 3M | +20.5% | +53.3% | -32.8% | +10.2% |
| 6M | +7.4% | +70.4% | -63.1% | -4.9% |
| YTD | -13.9% | +143.4% | -157.3% | -30.0% |
| 1Y | -35.1% | +153.0% | -188.1% | -47.9% |
| 3Y | +156.8% | +195.0% | -38.1% | +94.9% |
| All | -10.6% | +473.2% | -483.7% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling