-28.1%
BITO vs ADVB
-96.8%
+68.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -23.6% | +20.0% | -3.3% |
| 7D | -9.2% | +27.8% | -37.0% | -9.6% |
| 30D | -15.9% | -50.8% | +34.8% | -15.3% |
| 3M | +7.3% | -70.5% | +77.8% | +8.7% |
| 6M | -15.2% | -46.7% | +31.5% | -17.2% |
| YTD | -23.8% | -56.7% | +32.9% | -26.0% |
| 1Y | -32.2% | -71.8% | +39.6% | -33.5% |
| All | -28.1% | -96.8% | +68.7% | -10.6% |
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