+120.6%
VLO vs BIL
+3.0%
+117.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | -6.0% | -0.3% | -5.7% | -5.2% |
| 30D | -12.9% | 0.0% | -12.9% | -9.2% |
| 3M | +18.3% | +0.3% | +18.0% | +21.5% |
| 6M | +46.4% | +1.2% | +45.2% | +44.2% |
| YTD | +127.7% | +2.4% | +125.3% | +120.2% |
| 1Y | +120.6% | +3.0% | +117.6% | +75.0% |
| All | +120.6% | +3.0% | +117.6% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 1y: compounded portfolio wealth divided by compounded BIL 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…
1y analysis · Full analysis span regression · 6 months rolling