+46.0%
BITO vs AS
+137.8%
-91.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.1% |
| 7D | -5.6% | +4.5% | -10.1% | -6.7% |
| 30D | -11.0% | +13.2% | -24.2% | -13.9% |
| 3M | +13.6% | -11.9% | +25.5% | +16.9% |
| 6M | -10.1% | -11.6% | +1.5% | -7.9% |
| YTD | -18.6% | -14.7% | -3.9% | -16.3% |
| 1Y | -33.1% | +5.7% | -38.8% | -35.1% |
| All | +46.0% | +137.8% | -91.8% | +21.7% |
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