-10.6%
BITO vs ALB
-45.7%
+35.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -0.6% |
| 7D | -5.8% | -7.6% | +1.8% | -4.0% |
| 30D | +21.1% | -5.6% | +26.7% | +22.6% |
| 3M | +23.5% | -16.8% | +40.3% | +28.5% |
| 6M | +8.3% | -26.3% | +34.6% | +14.4% |
| YTD | -13.9% | -13.2% | -0.6% | -13.3% |
| 1Y | -34.5% | +68.8% | -103.3% | -46.2% |
| 3Y | +147.0% | -30.7% | +177.7% | +150.5% |
| All | -10.6% | -45.7% | +35.2% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling