-10.6%
BITO vs BAX
-67.1%
+56.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | -3.4% | -7.9% | +4.4% | -2.2% |
| 30D | +21.4% | -11.7% | +33.1% | +23.7% |
| 3M | +20.5% | +16.2% | +4.3% | +17.4% |
| 6M | +7.4% | +32.0% | -24.6% | +2.1% |
| YTD | -13.9% | +24.7% | -38.6% | -17.9% |
| 1Y | -35.1% | -2.6% | -32.4% | -35.4% |
| 3Y | +156.8% | -35.0% | +191.8% | +171.4% |
| All | -10.6% | -67.1% | +56.6% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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