-7.4%
BITO vs B
+163.2%
-170.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.2% | -1.9% |
| 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% | +22.8% |
| 6M | +7.5% | -3.5% | +11.0% | +7.5% |
| YTD | -10.8% | +4.5% | -15.3% | -12.7% |
| 1Y | -29.9% | +67.8% | -97.7% | -39.5% |
| 3Y | +158.9% | +196.7% | -37.8% | +86.1% |
| All | -7.4% | +163.2% | -170.6% | -31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling