+156.8%
BITO vs A
+28.1%
+128.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.1% |
| 7D | -5.8% | -4.6% | -1.2% | -4.8% |
| 30D | +21.1% | -4.3% | +25.4% | +22.3% |
| 3M | +23.5% | +8.9% | +14.6% | +21.1% |
| 6M | +8.3% | +24.5% | -16.2% | +2.2% |
| YTD | -13.9% | +5.8% | -19.7% | -15.0% |
| 1Y | -34.5% | +16.2% | -50.8% | -37.1% |
| All | +156.8% | +28.1% | +128.7% | +165.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling