-1.8%
BA vs BITO
-5.0%
+3.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.2% |
| 7D | +1.2% | +2.9% | -1.7% | +0.6% |
| 30D | -11.6% | +22.6% | -34.2% | -14.9% |
| 3M | -2.4% | +24.7% | -27.0% | -6.3% |
| 6M | -6.6% | +7.5% | -14.1% | -8.2% |
| YTD | -2.2% | -10.8% | +8.6% | -1.4% |
| 1Y | -8.0% | -29.9% | +21.9% | -3.7% |
| 3Y | -5.0% | +158.9% | -163.9% | -23.9% |
| All | -1.8% | -5.0% | +3.2% | -7.9% |
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