-0.3%
BA vs BITO
+152.0%
-152.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.5% |
| 7D | +2.5% | +1.5% | +0.9% | +2.2% |
| 30D | -10.1% | +20.0% | -30.1% | -12.6% |
| 3M | -2.4% | +22.8% | -25.2% | -5.4% |
| 6M | -8.8% | +13.1% | -21.9% | -10.6% |
| YTD | -2.9% | -12.5% | +9.5% | -2.2% |
| 1Y | -8.8% | -32.6% | +23.8% | -5.4% |
| 3Y | -0.3% | +151.0% | -151.3% | +5.8% |
| All | -0.3% | +152.0% | -152.2% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling