-34.4%
BABA vs BITO
-7.1%
-27.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.8% |
| 7D | -2.2% | +1.1% | -3.2% | -2.4% |
| 30D | -17.3% | +21.8% | -39.1% | -21.1% |
| 3M | -7.8% | +25.0% | -32.8% | -12.7% |
| 6M | -16.8% | +11.3% | -28.1% | -19.3% |
| YTD | -24.7% | -12.7% | -12.0% | -23.4% |
| 1Y | -24.9% | -32.3% | +7.4% | -19.5% |
| 3Y | +29.1% | +150.3% | -121.2% | -6.7% |
| All | -34.4% | -7.1% | -27.3% | -48.8% |
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 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