-29.9%
BITO vs ALL
+28.3%
-58.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.1% | -3.1% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | +22.6% | -1.5% | +24.1% | +21.9% |
| 3M | +24.7% | +23.6% | +1.0% | +40.9% |
| 6M | +7.5% | +22.3% | -14.9% | +20.6% |
| YTD | -10.8% | +26.5% | -37.3% | +4.0% |
| 1Y | -29.9% | +27.0% | -56.9% | -16.4% |
| All | -29.9% | +28.3% | -58.2% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling