-9.4%
BITO vs ACWI
+66.9%
-76.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.6% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | +21.8% | -0.6% | +22.4% | +22.9% |
| 3M | +25.0% | +4.3% | +20.8% | +17.6% |
| 6M | +11.3% | +12.7% | -1.3% | -6.8% |
| YTD | -12.7% | +13.9% | -26.6% | -27.5% |
| 1Y | -32.3% | +20.5% | -52.8% | -48.0% |
| 3Y | +150.3% | +76.5% | +73.8% | +8.3% |
| All | -9.4% | +66.9% | -76.3% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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