-10.6%
BITO vs BAH
+3.3%
-13.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -3.4% | +4.3% | -7.7% | -4.2% |
| 30D | +21.4% | -2.5% | +23.9% | +21.8% |
| 3M | +20.5% | -0.9% | +21.4% | +20.3% |
| 6M | +7.4% | +1.5% | +5.9% | +6.1% |
| YTD | -13.9% | -8.0% | -5.9% | -13.3% |
| 1Y | -35.1% | -24.7% | -10.3% | -31.9% |
| 3Y | +156.8% | -28.4% | +185.2% | +153.0% |
| All | -10.6% | +3.3% | -13.8% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling