+802.7%
VLO vs BIL
+30.8%
+772.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.2% |
| 7D | -13.3% | -0.3% | -13.1% | -14.8% |
| 30D | -18.3% | 0.0% | -18.3% | -18.3% |
| 3M | +14.3% | +0.6% | +13.7% | +19.2% |
| 6M | +47.6% | +1.5% | +46.1% | +63.9% |
| YTD | +116.0% | +2.8% | +113.2% | +160.5% |
| 1Y | +101.0% | +3.3% | +97.7% | +152.5% |
| 3Y | +199.0% | +13.5% | +185.5% | +635.8% |
| 5Y | +419.0% | +19.8% | +399.3% | +1,810.0% |
| 10Y | +778.2% | +25.6% | +752.6% | +4,623.2% |
| All | +802.7% | +30.8% | +772.0% | +4,288.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling