-9.4%
BITO vs VLO
+471.0%
-480.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.6% |
| 7D | +1.1% | +6.2% | -5.2% | -0.1% |
| 30D | +21.8% | +23.5% | -1.7% | +16.7% |
| 3M | +25.0% | +53.9% | -28.8% | +14.2% |
| 6M | +11.3% | +81.7% | -70.3% | -3.0% |
| YTD | -12.7% | +142.5% | -155.2% | -29.0% |
| 1Y | -32.3% | +145.4% | -177.7% | -45.3% |
| 3Y | +150.3% | +197.3% | -47.0% | +89.5% |
| All | -9.4% | +471.0% | -480.4% | -42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling