-9.4%
BITO vs ALK
-29.2%
+19.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | +1.1% | -3.0% | +4.0% | +2.1% |
| 30D | +21.8% | -14.6% | +36.4% | +28.0% |
| 3M | +25.0% | -10.6% | +35.6% | +27.8% |
| 6M | +11.3% | -6.7% | +18.1% | +10.4% |
| YTD | -12.7% | -19.8% | +7.1% | -9.0% |
| 1Y | -32.3% | -35.2% | +2.9% | -23.9% |
| 3Y | +150.3% | +1.4% | +149.0% | +117.8% |
| All | -9.4% | -29.2% | +19.8% | -5.5% |
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 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