+156.8%
BITO vs ADP
+14.5%
+142.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | -5.8% | -5.7% | -0.1% | -5.0% |
| 30D | +21.1% | -1.4% | +22.5% | +21.4% |
| 3M | +23.5% | +16.6% | +6.9% | +20.7% |
| 6M | +8.3% | +24.9% | -16.7% | +4.6% |
| YTD | -13.9% | +5.6% | -19.5% | -13.4% |
| 1Y | -34.5% | -6.0% | -28.5% | -32.0% |
| All | +156.8% | +14.5% | +142.3% | +170.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling