-10.8%
BITO vs ALK
-28.7%
+17.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.6% | +1.7% |
| 7D | -7.0% | +2.6% | -9.6% | -7.9% |
| 30D | -10.2% | +7.8% | -18.0% | -12.9% |
| 3M | +16.2% | -15.2% | +31.4% | +21.8% |
| 6M | -10.7% | +5.0% | -15.7% | -14.9% |
| YTD | -17.4% | -18.4% | +1.1% | -14.8% |
| 1Y | -29.9% | -2.4% | -27.5% | -33.1% |
| 3Y | +65.4% | +19.8% | +45.6% | +31.9% |
| 5Y | -10.8% | -27.8% | +17.0% | -11.4% |
| All | -10.8% | -28.7% | +17.9% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling