-7.4%
BITO vs ALB
-43.9%
+36.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.4% | +2.0% | -1.3% |
| 7D | +2.9% | -8.1% | +10.9% | +5.0% |
| 30D | +22.6% | +6.3% | +16.3% | +20.3% |
| 3M | +24.7% | -23.6% | +48.2% | +32.5% |
| 6M | +7.5% | -24.6% | +32.1% | +13.0% |
| YTD | -10.8% | -10.3% | -0.5% | -11.0% |
| 1Y | -29.9% | +61.5% | -91.4% | -41.7% |
| 3Y | +158.9% | -34.0% | +192.9% | +169.1% |
| All | -7.4% | -43.9% | +36.5% | -8.7% |
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