+55.1%
BITO vs AR
+48.6%
+6.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | -9.2% | +7.4% | -16.6% | -10.3% |
| 30D | -15.9% | +5.8% | -21.7% | -17.0% |
| 3M | +7.3% | +5.2% | +2.1% | +5.8% |
| 6M | -15.2% | +5.4% | -20.6% | -16.7% |
| YTD | -23.8% | +12.4% | -36.2% | -27.0% |
| 1Y | -32.2% | +12.8% | -45.0% | -35.2% |
| 3Y | +55.1% | +47.2% | +7.9% | +41.3% |
| All | +55.1% | +48.6% | +6.5% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling