-10.6%
BITO vs BBAI
-71.0%
+60.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.1% |
| 7D | -3.4% | -1.7% | -1.7% | -3.4% |
| 30D | +21.4% | -12.0% | +33.4% | +22.3% |
| 3M | +20.5% | -30.7% | +51.2% | +22.8% |
| 6M | +7.4% | -30.7% | +38.1% | +9.2% |
| YTD | -13.9% | -46.9% | +33.0% | -11.3% |
| 1Y | -35.1% | -41.1% | +6.0% | -33.8% |
| 3Y | +156.8% | +65.9% | +90.9% | +137.7% |
| All | -10.6% | -71.0% | +60.4% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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