-10.6%
BITO vs A
-5.6%
-4.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.9% |
| 7D | -5.8% | -4.6% | -1.2% | -4.1% |
| 30D | +21.1% | -4.3% | +25.4% | +23.2% |
| 3M | +23.5% | +8.9% | +14.6% | +19.1% |
| 6M | +8.3% | +24.5% | -16.2% | -2.4% |
| YTD | -13.9% | +5.8% | -19.7% | -16.7% |
| 1Y | -34.5% | +16.2% | -50.8% | -39.6% |
| 3Y | +147.0% | +28.5% | +118.5% | +106.4% |
| All | -10.6% | -5.6% | -4.9% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling