-10.6%
BITO vs AUR
-35.6%
+25.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.2% |
| 7D | -3.4% | +1.4% | -4.9% | -3.7% |
| 30D | +21.4% | -6.4% | +27.8% | +22.3% |
| 3M | +20.5% | +7.7% | +12.8% | +18.2% |
| 6M | +7.4% | +44.5% | -37.1% | -0.5% |
| YTD | -13.9% | +67.4% | -81.3% | -22.2% |
| 1Y | -35.1% | +15.4% | -50.5% | -38.1% |
| 3Y | +156.8% | +94.8% | +62.0% | +97.4% |
| All | -10.6% | -35.6% | +25.0% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 all: compounded portfolio wealth divided by compounded AUR 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…
all analysis · Full analysis span regression · 6 months rolling