+50.5%
BAC vs BITO
-8.3%
+58.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | 0.0% | -3.4% | +3.5% | +0.5% |
| 30D | -2.8% | +21.4% | -24.2% | -5.3% |
| 3M | +14.2% | +20.5% | -6.3% | +11.3% |
| 6M | +30.5% | +7.4% | +23.2% | +28.8% |
| YTD | +15.8% | -13.9% | +29.7% | +16.9% |
| 1Y | +26.2% | -35.1% | +61.2% | +31.7% |
| 3Y | +136.5% | +156.8% | -20.3% | +99.8% |
| All | +50.5% | -8.3% | +58.8% | +42.9% |
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