-10.6%
BITO vs AR
+94.6%
-105.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.4% |
| 7D | -5.8% | -1.3% | -4.5% | -5.5% |
| 30D | +21.1% | +3.5% | +17.6% | +20.2% |
| 3M | +23.5% | +9.9% | +13.6% | +20.5% |
| 6M | +8.3% | +4.5% | +3.7% | +6.3% |
| YTD | -13.9% | +13.7% | -27.5% | -17.3% |
| 1Y | -34.5% | +19.2% | -53.8% | -38.0% |
| 3Y | +147.0% | +46.2% | +100.8% | +117.1% |
| All | -10.6% | +94.6% | -105.1% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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