-23.4%
BITO vs ALB
+4.7%
-28.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.3% | -2.4% | +2.1% |
| 7D | -1.9% | -2.1% | +0.1% | -1.7% |
| 30D | -6.7% | -9.0% | +2.3% | -5.6% |
| 3M | +23.1% | -21.1% | +44.2% | +26.6% |
| 6M | -2.0% | -49.9% | +47.9% | +7.8% |
| YTD | -11.4% | -32.3% | +20.9% | -7.2% |
| 1Y | -23.4% | +8.6% | -32.0% | -24.6% |
| All | -23.4% | +4.7% | -28.1% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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