-100.0%
BOIL price history and return analytics
+419.2%
-519.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.3% | +1.5% |
| 7D | +4.0% | -2.3% | +6.3% | +4.8% |
| 30D | -24.3% | -5.0% | -19.4% | -23.1% |
| 3M | -10.6% | -4.9% | -5.7% | -9.2% |
| 6M | -33.5% | -1.5% | -31.9% | -33.3% |
| YTD | -63.4% | +8.5% | -71.9% | -65.0% |
| 1Y | -75.0% | +11.4% | -86.4% | -76.3% |
| 3Y | -97.2% | +70.1% | -167.3% | -97.8% |
| 5Y | -99.9% | +53.7% | -153.6% | -99.9% |
| 10Y | -100.0% | +220.0% | -319.9% | -100.0% |
| All | -100.0% | +419.2% | -519.2% | -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