-20.6%
BA vs BITO
-15.8%
-4.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -1.0% |
| 7D | -0.6% | -6.3% | +5.8% | +0.5% |
| 30D | -8.0% | -14.6% | +6.6% | -5.6% |
| 3M | -25.8% | +11.4% | -37.2% | -27.5% |
| 6M | -27.6% | -13.3% | -14.3% | -26.2% |
| YTD | -21.0% | -20.9% | 0.0% | -18.8% |
| 1Y | -12.3% | -32.1% | +19.8% | -7.6% |
| 3Y | -12.8% | +58.2% | -71.0% | -23.2% |
| 5Y | -22.4% | -13.6% | -8.8% | -26.0% |
| All | -20.6% | -15.8% | -4.8% | -24.1% |
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 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