+136.4%
BAC vs BITO
+153.0%
-16.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +0.6% | +1.1% | -0.4% | +0.5% |
| 30D | -1.4% | +21.8% | -23.1% | -3.7% |
| 3M | +15.7% | +25.0% | -9.3% | +12.6% |
| 6M | +32.2% | +11.3% | +20.8% | +30.1% |
| YTD | +15.8% | -12.7% | +28.5% | +16.5% |
| 1Y | +27.3% | -32.3% | +59.6% | +31.5% |
| All | +136.4% | +153.0% | -16.5% | +120.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling