-20.9%
BITO vs ALB
-58.3%
+37.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.2% |
| 7D | -9.2% | -5.8% | -3.5% | -7.9% |
| 30D | -15.9% | -4.5% | -11.4% | -15.0% |
| 3M | +7.3% | -28.1% | +35.4% | +15.9% |
| 6M | -15.2% | -53.2% | +38.0% | +1.6% |
| YTD | -23.8% | -33.3% | +9.5% | -18.3% |
| 1Y | -32.2% | -17.4% | -14.8% | -31.8% |
| 3Y | +55.1% | -14.1% | +69.2% | +41.2% |
| 5Y | -16.7% | -64.0% | +47.3% | -1.7% |
| All | -20.9% | -58.3% | +37.4% | -16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling