+57.0%
BITO vs AS
+114.1%
-57.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +1.0% | -1.1% |
| 7D | +1.5% | -2.6% | +4.2% | +2.2% |
| 30D | +20.0% | -22.1% | +42.2% | +27.7% |
| 3M | +22.8% | -15.3% | +38.1% | +27.3% |
| 6M | +13.1% | -15.6% | +28.7% | +16.9% |
| YTD | -12.5% | -23.2% | +10.7% | -7.4% |
| 1Y | -32.6% | -21.7% | -10.9% | -29.3% |
| All | +57.0% | +114.1% | -57.2% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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