-9.1%
BITO vs ADP
+38.5%
-47.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -0.3% |
| 7D | +1.5% | -5.5% | +7.0% | +4.1% |
| 30D | +20.0% | -1.2% | +21.3% | +20.7% |
| 3M | +22.8% | +17.9% | +4.9% | +13.1% |
| 6M | +13.1% | +20.3% | -7.2% | +2.4% |
| YTD | -12.5% | +5.8% | -18.3% | -14.9% |
| 1Y | -32.6% | -7.7% | -24.8% | -29.1% |
| 3Y | +151.0% | +14.7% | +136.3% | +124.9% |
| All | -9.1% | +38.5% | -47.6% | -18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling