+109.5%
ASML vs BITO
-12.2%
+121.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.4% | +1.4% |
| 7D | +2.5% | -7.0% | +9.6% | +4.5% |
| 30D | -12.2% | -10.3% | -1.9% | -9.6% |
| 3M | -14.6% | +16.0% | -30.7% | -18.0% |
| 6M | -1.7% | -10.8% | +9.1% | +0.6% |
| YTD | +44.3% | -17.5% | +61.8% | +49.2% |
| 1Y | +51.0% | -30.1% | +81.0% | +62.3% |
| 3Y | +137.6% | +65.1% | +72.5% | +91.4% |
| 5Y | +92.7% | -10.9% | +103.6% | +61.3% |
| All | +109.5% | -12.2% | +121.7% | +74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling