-10.6%
BITO vs ACGL
+140.3%
-150.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.4% | -2.0% | -1.4% | -3.1% |
| 30D | +21.4% | -1.2% | +22.6% | +21.7% |
| 3M | +20.5% | +5.4% | +15.1% | +19.0% |
| 6M | +7.4% | +1.4% | +6.0% | +6.7% |
| YTD | -13.9% | +0.2% | -14.0% | -14.6% |
| 1Y | -35.1% | +4.1% | -39.2% | -36.4% |
| 3Y | +156.8% | +28.2% | +128.6% | +128.3% |
| All | -10.6% | +140.3% | -150.9% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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