-10.6%
BITO vs ALL
+125.9%
-136.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -3.4% | -2.3% | -1.2% | -3.2% |
| 30D | +21.4% | -0.4% | +21.8% | +21.4% |
| 3M | +20.5% | +16.0% | +4.5% | +18.2% |
| 6M | +7.4% | +24.6% | -17.2% | +4.2% |
| YTD | -13.9% | +23.7% | -37.5% | -16.7% |
| 1Y | -35.1% | +27.7% | -62.8% | -37.8% |
| 3Y | +156.8% | +150.2% | +6.6% | +107.8% |
| All | -10.6% | +125.9% | -136.5% | -25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling