-32.6%
BITO vs AS
-22.5%
-10.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +1.0% | -1.2% |
| 7D | +1.5% | -2.6% | +4.2% | +2.2% |
| 30D | +20.0% | -22.1% | +42.2% | +27.9% |
| 3M | +22.8% | -15.3% | +38.1% | +27.1% |
| 6M | +13.1% | -15.6% | +28.7% | +16.5% |
| YTD | -12.5% | -23.2% | +10.7% | -7.6% |
| 1Y | -32.6% | -21.7% | -10.9% | -28.7% |
| All | -32.6% | -22.5% | -10.0% | -28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling