-32.1%
BABA vs BITO
-5.0%
-27.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.7% | +1.8% |
| 7D | -4.8% | +2.9% | -7.6% | -5.4% |
| 30D | -11.9% | +22.6% | -34.5% | -16.0% |
| 3M | -9.3% | +24.7% | -33.9% | -14.0% |
| 6M | -14.2% | +7.5% | -21.7% | -16.2% |
| YTD | -22.0% | -10.8% | -11.2% | -21.1% |
| 1Y | -12.7% | -29.9% | +17.2% | -7.1% |
| 3Y | +26.7% | +158.9% | -132.3% | -9.2% |
| All | -32.1% | -5.0% | -27.0% | -47.3% |
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