-10.6%
BITO vs ALB
-47.6%
+37.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.9% |
| 7D | -3.4% | -6.6% | +3.2% | -1.8% |
| 30D | +21.4% | -8.1% | +29.5% | +23.7% |
| 3M | +20.5% | -25.7% | +46.2% | +29.1% |
| 6M | +7.4% | -29.5% | +36.8% | +14.7% |
| YTD | -13.9% | -16.2% | +2.3% | -12.6% |
| 1Y | -35.1% | +59.2% | -94.3% | -45.8% |
| 3Y | +156.8% | -33.7% | +190.6% | +163.9% |
| All | -10.6% | -47.6% | +37.0% | -10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling