-9.4%
BITO vs B
+162.3%
-171.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | +1.1% | +1.0% | 0.0% | +0.8% |
| 30D | +21.8% | +9.5% | +12.3% | +19.1% |
| 3M | +25.0% | +14.3% | +10.7% | +20.6% |
| 6M | +11.3% | -1.9% | +13.2% | +10.9% |
| YTD | -12.7% | +4.1% | -16.8% | -14.5% |
| 1Y | -32.3% | +56.1% | -88.4% | -40.4% |
| 3Y | +150.3% | +202.0% | -51.7% | +78.8% |
| All | -9.4% | +162.3% | -171.6% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling