+75.5%
ASML vs BITO
-10.6%
+86.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.5% | +5.5% | +5.1% |
| 7D | -9.0% | -1.5% | -7.5% | -8.6% |
| 30D | -21.0% | -9.5% | -11.4% | -18.8% |
| 3M | -16.3% | +16.2% | -32.5% | -19.7% |
| 6M | -7.5% | -9.0% | +1.4% | -5.8% |
| YTD | +34.0% | -16.2% | +50.1% | +38.1% |
| 1Y | +39.3% | -27.6% | +66.9% | +48.7% |
| 3Y | +128.9% | +78.6% | +50.3% | +78.5% |
| All | +75.5% | -10.6% | +86.1% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling