-10.6%
BITO vs ACI
-36.0%
+25.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.2% |
| 7D | -3.4% | -3.7% | +0.3% | -3.2% |
| 30D | +21.4% | +0.6% | +20.8% | +21.3% |
| 3M | +20.5% | -20.3% | +40.8% | +21.8% |
| 6M | +7.4% | -24.7% | +32.0% | +8.8% |
| YTD | -13.9% | -27.2% | +13.3% | -12.7% |
| 1Y | -35.1% | -32.7% | -2.3% | -33.7% |
| 3Y | +156.8% | -43.9% | +200.7% | +166.5% |
| All | -10.6% | -36.0% | +25.5% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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