-10.6%
BITO vs BAH
+3.0%
-13.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.8% | -6.2% | -2.2% |
| 7D | -5.8% | +2.4% | -8.2% | -6.2% |
| 30D | +21.1% | -2.9% | +24.1% | +21.7% |
| 3M | +23.5% | -1.3% | +24.8% | +23.4% |
| 6M | +8.3% | -0.9% | +9.2% | +7.5% |
| YTD | -13.9% | -8.2% | -5.6% | -13.3% |
| 1Y | -34.5% | -24.0% | -10.6% | -31.5% |
| 3Y | +147.0% | -28.1% | +175.1% | +142.8% |
| All | -10.6% | +3.0% | -13.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling