+50.3%
BITO vs AS
+134.9%
-84.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -1.5% | +6.9% | -8.4% | -3.2% |
| 30D | -9.5% | +16.0% | -25.5% | -13.0% |
| 3M | +16.2% | -12.8% | +29.0% | +19.9% |
| 6M | -9.0% | -15.4% | +6.4% | -5.7% |
| YTD | -16.2% | -15.7% | -0.4% | -13.5% |
| 1Y | -27.6% | +6.1% | -33.7% | -29.9% |
| All | +50.3% | +134.9% | -84.5% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling