-9.1%
BITO vs ACI
-35.7%
+26.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.7% |
| 7D | +1.5% | -2.6% | +4.1% | +1.7% |
| 30D | +20.0% | +1.1% | +19.0% | +19.9% |
| 3M | +22.8% | -23.6% | +46.4% | +24.4% |
| 6M | +13.1% | -29.9% | +43.0% | +15.2% |
| YTD | -12.5% | -26.9% | +14.4% | -11.3% |
| 1Y | -32.6% | -34.2% | +1.7% | -30.9% |
| 3Y | +151.0% | -43.6% | +194.7% | +160.4% |
| All | -9.1% | -35.7% | +26.6% | -3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling