-100.0%
BOIL vs VT
+224.5%
-324.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.4% |
| 7D | +2.2% | +0.4% | +1.7% | +1.9% |
| 30D | +6.3% | +1.0% | +5.3% | +5.7% |
| 3M | -34.1% | +2.4% | -36.4% | -34.9% |
| 6M | -40.2% | +12.0% | -52.2% | -43.8% |
| YTD | -55.5% | +15.3% | -70.8% | -59.2% |
| 1Y | -67.0% | +22.6% | -89.6% | -70.8% |
| 3Y | -96.7% | +74.7% | -171.3% | -97.6% |
| 5Y | -99.8% | +66.1% | -166.0% | -99.9% |
| All | -100.0% | +224.5% | -324.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling