-2.6%
BA vs BITO
-8.3%
+5.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -0.8% | -3.4% | +2.6% | -0.3% |
| 30D | -9.0% | +21.4% | -30.4% | -12.2% |
| 3M | -5.0% | +20.5% | -25.5% | -8.3% |
| 6M | -1.7% | +7.4% | -9.1% | -3.3% |
| YTD | -3.1% | -13.9% | +10.8% | -1.7% |
| 1Y | -4.3% | -35.1% | +30.7% | +1.4% |
| 3Y | -0.3% | +156.8% | -157.1% | -20.0% |
| All | -2.6% | -8.3% | +5.7% | -8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling