+56.5%
BITO vs AS
+107.2%
-50.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.5% |
| 7D | +1.1% | -2.8% | +3.8% | +1.7% |
| 30D | +21.8% | -23.2% | +45.0% | +30.0% |
| 3M | +25.0% | -20.1% | +45.1% | +31.7% |
| 6M | +11.3% | -18.5% | +29.9% | +16.2% |
| YTD | -12.7% | -25.6% | +12.9% | -6.9% |
| 1Y | -32.3% | -24.4% | -7.9% | -28.4% |
| All | +56.5% | +107.2% | -50.7% | +35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling