-10.6%
BITO vs A
-3.1%
-7.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -1.0% |
| 7D | -3.4% | -2.6% | -0.8% | -2.5% |
| 30D | +21.4% | -0.9% | +22.3% | +21.8% |
| 3M | +20.5% | +13.6% | +6.9% | +14.3% |
| 6M | +7.4% | +27.8% | -20.5% | -4.2% |
| YTD | -13.9% | +8.6% | -22.5% | -17.5% |
| 1Y | -35.1% | +16.9% | -51.9% | -40.1% |
| 3Y | +156.8% | +32.9% | +123.9% | +111.3% |
| All | -10.6% | -3.1% | -7.5% | -19.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling