-100.0%
BOIL vs VT
+431.0%
-531.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.4% |
| 7D | -6.0% | -1.6% | -4.4% | -5.5% |
| 30D | -17.6% | -2.5% | -15.1% | -16.9% |
| 3M | -20.7% | -1.3% | -19.4% | -20.5% |
| 6M | -38.3% | +3.1% | -41.4% | -39.2% |
| YTD | -64.2% | +10.9% | -75.1% | -66.0% |
| 1Y | -74.4% | +12.1% | -86.5% | -75.8% |
| 3Y | -97.5% | +73.9% | -171.4% | -98.1% |
| 5Y | -99.9% | +58.0% | -157.9% | -99.9% |
| 10Y | -100.0% | +225.5% | -325.4% | -100.0% |
| All | -100.0% | +431.0% | -531.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling