-43.4%
BABA vs BITO
-15.8%
-27.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.3% | -2.7% | -6.1% |
| 7D | -12.7% | -6.3% | -6.4% | -11.4% |
| 30D | -14.9% | -14.6% | -0.3% | -12.0% |
| 3M | -24.6% | +11.4% | -36.1% | -26.7% |
| 6M | -29.3% | -13.3% | -16.0% | -27.6% |
| YTD | -35.0% | -20.9% | -14.1% | -32.6% |
| 1Y | -39.7% | -32.1% | -7.6% | -35.4% |
| 3Y | +21.2% | +58.2% | -37.0% | -0.6% |
| 5Y | -39.9% | -13.6% | -26.3% | -51.9% |
| All | -43.4% | -15.8% | -27.6% | -54.9% |
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 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