+116.2%
ASML vs BITO
-33.2%
+149.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | +2.8% | +1.1% | +1.7% | +2.4% |
| 30D | -0.2% | +21.8% | -22.0% | -5.8% |
| 3M | -2.6% | +25.0% | -27.6% | -8.6% |
| 6M | +27.9% | +11.3% | +16.5% | +23.4% |
| YTD | +62.4% | -12.7% | +75.1% | +65.0% |
| 1Y | +116.2% | -32.3% | +148.5% | +137.3% |
| All | +116.2% | -33.2% | +149.5% | +137.3% |
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