+160.3%
BITO vs B
+198.4%
-38.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | +1.1% | +1.0% | 0.0% | +0.9% |
| 30D | +21.8% | +9.5% | +12.3% | +19.6% |
| 3M | +25.0% | +14.3% | +10.7% | +21.4% |
| 6M | +11.3% | -1.9% | +13.2% | +10.8% |
| YTD | -12.7% | +4.1% | -16.8% | -14.0% |
| 1Y | -32.3% | +56.1% | -88.4% | -37.5% |
| All | +160.3% | +198.4% | -38.1% | +121.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling