+47.5%
ASML vs BITO
-35.2%
+82.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | +0.9% |
| 7D | +4.9% | -9.2% | +14.2% | +7.7% |
| 30D | -9.3% | -15.9% | +6.7% | -4.7% |
| 3M | -19.0% | +7.3% | -26.3% | -20.6% |
| 6M | -5.2% | -15.2% | +10.0% | -1.2% |
| YTD | +40.6% | -23.8% | +64.4% | +47.4% |
| 1Y | +47.5% | -32.2% | +79.7% | +58.5% |
| All | +47.5% | -35.2% | +82.7% | +58.5% |
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