+106.1%
ASML vs BITO
-13.3%
+119.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | +0.1% |
| 7D | -2.9% | -5.6% | +2.7% | -1.4% |
| 30D | -15.2% | -11.0% | -4.2% | -12.5% |
| 3M | -12.9% | +13.6% | -26.5% | -16.0% |
| 6M | -5.0% | -10.1% | +5.0% | -3.0% |
| YTD | +41.8% | -18.6% | +60.4% | +47.1% |
| 1Y | +46.0% | -33.1% | +79.1% | +58.8% |
| 3Y | +133.5% | +63.0% | +70.5% | +88.7% |
| 5Y | +93.0% | -13.5% | +106.5% | +61.8% |
| All | +106.1% | -13.3% | +119.5% | +72.6% |
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