-17.4%
BITO vs ADVB
-88.8%
+71.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.8% | +1.9% | -1.8% |
| 7D | +1.5% | -14.0% | +15.5% | +1.8% |
| 30D | +20.0% | +41.0% | -20.9% | +19.1% |
| 3M | +22.8% | +127.9% | -105.2% | +17.5% |
| 6M | +13.1% | +101.3% | -88.3% | +7.2% |
| YTD | -12.5% | +53.8% | -66.2% | -16.3% |
| 1Y | -32.6% | +4.4% | -37.0% | -35.2% |
| All | -17.4% | -88.8% | +71.4% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling