-10.6%
BITO vs ADP
+39.5%
-50.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.4% |
| 7D | -3.4% | -2.8% | -0.7% | -2.3% |
| 30D | +21.4% | +0.2% | +21.2% | +21.3% |
| 3M | +20.5% | +20.5% | 0.0% | +9.9% |
| 6M | +7.4% | +28.8% | -21.4% | -6.3% |
| YTD | -13.9% | +6.6% | -20.5% | -16.6% |
| 1Y | -35.1% | -6.9% | -28.2% | -32.0% |
| 3Y | +156.8% | +16.1% | +140.7% | +128.4% |
| All | -10.6% | +39.5% | -50.1% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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