-9.1%
BITO vs ALL
+125.7%
-134.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.6% |
| 7D | +1.5% | -1.7% | +3.3% | +1.7% |
| 30D | +20.0% | -4.7% | +24.7% | +20.6% |
| 3M | +22.8% | +18.4% | +4.4% | +20.1% |
| 6M | +13.1% | +20.5% | -7.4% | +10.2% |
| YTD | -12.5% | +23.5% | -36.0% | -15.3% |
| 1Y | -32.6% | +29.0% | -61.5% | -35.5% |
| 3Y | +151.0% | +153.7% | -2.7% | +102.5% |
| All | -9.1% | +125.7% | -134.8% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling