-29.9%
BITO vs B
+70.0%
-99.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.2% | -1.8% |
| 7D | +2.9% | -1.6% | +4.5% | +3.3% |
| 30D | +22.6% | +9.4% | +13.2% | +19.8% |
| 3M | +24.7% | +5.0% | +19.7% | +22.4% |
| 6M | +7.5% | -3.5% | +11.0% | +6.9% |
| YTD | -10.8% | +4.5% | -15.3% | -12.1% |
| 1Y | -29.9% | +67.8% | -97.7% | -26.9% |
| All | -29.9% | +70.0% | -99.9% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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