-9.1%
BITO vs BAH
-1.9%
-7.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -0.9% | -1.7% |
| 7D | +1.5% | -4.3% | +5.9% | +2.3% |
| 30D | +20.0% | -4.5% | +24.5% | +20.9% |
| 3M | +22.8% | -7.6% | +30.4% | +24.1% |
| 6M | +13.1% | -10.6% | +23.7% | +14.6% |
| YTD | -12.5% | -12.6% | +0.1% | -11.1% |
| 1Y | -32.6% | -27.0% | -5.6% | -29.0% |
| 3Y | +151.0% | -31.5% | +182.5% | +148.9% |
| All | -9.1% | -1.9% | -7.2% | -24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling