+141.0%
ASML vs BITO
-6.8%
+147.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.9% | +4.8% | +3.4% |
| 7D | +6.0% | +1.5% | +4.4% | +5.4% |
| 30D | +1.4% | +20.0% | -18.7% | -3.6% |
| 3M | +1.0% | +22.8% | -21.7% | -4.5% |
| 6M | +37.0% | +13.1% | +23.9% | +32.0% |
| YTD | +65.8% | -12.5% | +78.2% | +68.8% |
| 1Y | +123.1% | -32.6% | +155.7% | +141.3% |
| 3Y | +188.2% | +151.0% | +37.1% | +103.9% |
| All | +141.0% | -6.8% | +147.8% | +98.1% |
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