-10.6%
BITO vs AR
+90.9%
-101.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.4% |
| 7D | -3.4% | -2.5% | -1.0% | -2.9% |
| 30D | +21.4% | +2.5% | +18.9% | +20.7% |
| 3M | +20.5% | +12.3% | +8.2% | +17.1% |
| 6M | +7.4% | -3.1% | +10.5% | +7.3% |
| YTD | -13.9% | +11.5% | -25.4% | -17.0% |
| 1Y | -35.1% | +17.0% | -52.1% | -38.3% |
| 3Y | +156.8% | +47.3% | +109.5% | +125.2% |
| All | -10.6% | +90.9% | -101.5% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling