-9.4%
BITO vs BB
-31.9%
+22.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | +1.1% | +1.8% | -0.8% | +0.6% |
| 30D | +21.8% | -12.2% | +34.0% | +25.1% |
| 3M | +25.0% | -12.3% | +37.3% | +26.2% |
| 6M | +11.3% | +122.7% | -111.4% | -14.5% |
| YTD | -12.7% | +104.5% | -117.2% | -31.3% |
| 1Y | -32.3% | +106.7% | -139.0% | -47.4% |
| 3Y | +150.3% | +70.0% | +80.4% | +89.2% |
| All | -9.4% | -31.9% | +22.5% | -3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling