-34.5%
BITO vs B
+51.2%
-85.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.6% |
| 7D | -5.8% | -5.0% | -0.8% | -4.4% |
| 30D | +21.1% | +8.7% | +12.4% | +18.9% |
| 3M | +23.5% | +17.3% | +6.2% | +18.8% |
| 6M | +8.3% | -5.0% | +13.3% | +8.2% |
| YTD | -13.9% | +1.4% | -15.3% | -14.4% |
| 1Y | -34.5% | +50.5% | -85.0% | -33.0% |
| All | -34.5% | +51.2% | -85.8% | -33.0% |
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