-10.6%
BITO vs ALM
+922.8%
-933.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.6% | +8.3% | -0.6% |
| 7D | -5.8% | -7.1% | +1.3% | -5.3% |
| 30D | +21.1% | +24.7% | -3.6% | +19.0% |
| 3M | +23.5% | +8.3% | +15.2% | +22.1% |
| 6M | +8.3% | -22.2% | +30.4% | +8.6% |
| YTD | -13.9% | +88.1% | -102.0% | -18.2% |
| 1Y | -34.5% | +272.4% | -306.9% | -40.3% |
| 3Y | +147.0% | +2,004.1% | -1,857.1% | +95.3% |
| All | -10.6% | +922.8% | -933.4% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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