+36.7%
BITO vs AS
+123.4%
-86.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.4% |
| 7D | -9.2% | -4.9% | -4.4% | -8.1% |
| 30D | -15.9% | +3.9% | -19.8% | -16.8% |
| 3M | +7.3% | -9.6% | +16.9% | +9.7% |
| 6M | -15.2% | -8.7% | -6.5% | -13.9% |
| YTD | -23.8% | -19.8% | -3.9% | -20.4% |
| 1Y | -32.2% | -1.5% | -30.6% | -33.0% |
| All | +36.7% | +123.4% | -86.8% | +15.8% |
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