-99.9%
BOIL vs VT
+53.2%
-153.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +1.3% |
| 7D | +2.1% | -4.2% | +6.3% | +4.3% |
| 30D | -21.2% | -5.8% | -15.4% | -18.8% |
| 3M | -14.1% | -5.2% | -8.8% | -11.8% |
| 6M | -37.0% | +0.1% | -37.1% | -37.4% |
| YTD | -64.0% | +8.2% | -72.2% | -66.6% |
| 1Y | -73.7% | +10.1% | -83.8% | -76.0% |
| 3Y | -97.5% | +69.7% | -167.2% | -98.5% |
| 5Y | -99.9% | +53.4% | -153.3% | -99.9% |
| All | -99.9% | +53.2% | -153.1% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling