-10.6%
BITO vs ALK
-29.6%
+19.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | -5.8% | -3.1% | -2.7% | -4.8% |
| 30D | +21.1% | -17.1% | +38.3% | +28.7% |
| 3M | +23.5% | -3.8% | +27.3% | +23.2% |
| 6M | +8.3% | -5.3% | +13.5% | +6.7% |
| YTD | -13.9% | -20.3% | +6.4% | -10.0% |
| 1Y | -34.5% | -36.0% | +1.4% | -26.1% |
| 3Y | +147.0% | +0.8% | +146.2% | +115.3% |
| All | -10.6% | -29.6% | +19.1% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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