+11.3%
BITO vs A
+27.6%
-16.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | +1.1% | -4.4% | +5.4% | +1.2% |
| 30D | +21.8% | -2.7% | +24.4% | +22.0% |
| 3M | +25.0% | +7.0% | +18.0% | +25.8% |
| 6M | +11.3% | +24.6% | -13.3% | +11.0% |
| All | +11.3% | +27.6% | -16.2% | +11.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling