-29.9%
BITO vs ADVB
+5.8%
-35.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | +2.9% | -3.8% | +6.6% | +2.9% |
| 30D | +22.6% | +17.6% | +5.0% | +22.2% |
| 3M | +24.7% | +119.1% | -94.5% | +19.7% |
| 6M | +7.5% | +103.4% | -95.9% | +1.6% |
| YTD | -10.8% | +59.8% | -70.6% | -14.9% |
| 1Y | -29.9% | +8.5% | -38.5% | -34.1% |
| All | -29.9% | +5.8% | -35.7% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling