-4.5%
BA vs BITO
-7.1%
+2.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.8% | -2.0% |
| 7D | -1.2% | +1.1% | -2.2% | -1.4% |
| 30D | -11.3% | +21.8% | -33.1% | -14.5% |
| 3M | -3.8% | +25.0% | -28.8% | -7.6% |
| 6M | -8.3% | +11.3% | -19.6% | -10.3% |
| YTD | -4.9% | -12.7% | +7.8% | -3.8% |
| 1Y | -10.1% | -32.3% | +22.2% | -5.3% |
| 3Y | -2.3% | +150.3% | -152.6% | -21.2% |
| All | -4.5% | -7.1% | +2.6% | -10.1% |
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 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