-42.4%
ACN vs BITO
-8.3%
-34.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | -1.5% | -3.4% | +1.9% | -1.1% |
| 30D | +2.1% | +21.4% | -19.3% | -0.5% |
| 3M | +11.1% | +20.5% | -9.4% | +8.3% |
| 6M | -6.8% | +7.4% | -14.2% | -8.1% |
| YTD | -30.0% | -13.9% | -16.2% | -29.2% |
| 1Y | -23.1% | -35.1% | +11.9% | -19.4% |
| 3Y | -40.4% | +156.8% | -197.2% | -51.2% |
| All | -42.4% | -8.3% | -34.1% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 10y: compounded portfolio wealth divided by compounded BITO 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…
10y analysis · Full analysis span regression · 6 months rolling