-17.7%
BITO vs ADVB
-89.4%
+71.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.1% | -0.2% |
| 7D | +1.1% | -13.0% | +14.1% | +1.3% |
| 30D | +21.8% | +7.5% | +14.3% | +21.5% |
| 3M | +25.0% | +129.1% | -104.1% | +19.5% |
| 6M | +11.3% | +71.7% | -60.4% | +6.2% |
| YTD | -12.7% | +45.5% | -58.3% | -16.5% |
| 1Y | -32.3% | -2.7% | -29.6% | -34.9% |
| All | -17.7% | -89.4% | +71.7% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling