-29.9%
BITO vs A
+21.7%
-51.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.0% | -2.5% |
| 7D | +2.9% | -1.9% | +4.8% | +3.2% |
| 30D | +22.6% | +6.9% | +15.7% | +21.7% |
| 3M | +24.7% | +9.2% | +15.4% | +23.5% |
| 6M | +7.5% | +25.7% | -18.2% | +4.0% |
| YTD | -10.8% | +11.5% | -22.3% | -10.6% |
| 1Y | -29.9% | +18.4% | -48.3% | -30.7% |
| All | -29.9% | +21.7% | -51.6% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling