-10.6%
BA vs BITO
-25.7%
+15.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.8% | +1.6% |
| 7D | +5.9% | -1.9% | +7.8% | +6.3% |
| 30D | -8.2% | -6.7% | -1.4% | -6.9% |
| 3M | -25.4% | +23.1% | -48.4% | -29.0% |
| 6M | -20.0% | -2.0% | -18.0% | -20.3% |
| YTD | -18.5% | -11.4% | -7.1% | -17.3% |
| 1Y | -10.6% | -23.4% | +12.7% | -4.5% |
| All | -10.6% | -25.7% | +15.0% | -4.5% |
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