+25.0%
ALAB vs BITO
-34.7%
+59.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -6.2% | -3.4% | -2.7% | -4.2% |
| 30D | -8.7% | +21.4% | -30.1% | -19.2% |
| 3M | -20.7% | +20.5% | -41.2% | -29.4% |
| 6M | +133.5% | +7.4% | +126.1% | +121.6% |
| YTD | +75.1% | -13.9% | +88.9% | +79.3% |
| 1Y | +25.0% | -35.1% | +60.1% | +68.1% |
| All | +25.0% | -34.7% | +59.7% | +68.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling