-10.6%
BITO vs BB
-32.6%
+22.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.4% |
| 7D | -3.4% | -0.4% | -3.1% | -3.4% |
| 30D | +21.4% | -12.5% | +34.0% | +24.8% |
| 3M | +20.5% | -17.4% | +37.9% | +23.5% |
| 6M | +7.4% | +119.1% | -111.8% | -17.2% |
| YTD | -13.9% | +102.4% | -116.2% | -32.0% |
| 1Y | -35.1% | +98.2% | -133.3% | -48.9% |
| 3Y | +156.8% | +46.9% | +109.9% | +106.0% |
| All | -10.6% | -32.6% | +22.0% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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