-100.0%
BOIL vs VT
+440.0%
-540.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.7% |
| 7D | -2.7% | -0.3% | -2.4% | -2.6% |
| 30D | -18.0% | -1.4% | -16.6% | -17.6% |
| 3M | -13.9% | -1.4% | -12.5% | -13.5% |
| 6M | -40.0% | +5.5% | -45.5% | -41.2% |
| YTD | -63.7% | +12.8% | -76.6% | -65.7% |
| 1Y | -74.7% | +15.4% | -90.1% | -76.3% |
| 3Y | -97.5% | +76.9% | -174.4% | -98.1% |
| 5Y | -99.9% | +60.4% | -160.3% | -99.9% |
| 10Y | -100.0% | +232.8% | -332.8% | -100.0% |
| All | -100.0% | +440.0% | -540.0% | -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