-9.4%
BITO vs BBWI
-69.7%
+60.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.3% | +6.0% | +1.1% |
| 7D | +1.1% | -4.4% | +5.5% | +2.0% |
| 30D | +21.8% | -7.4% | +29.2% | +23.3% |
| 3M | +25.0% | -2.2% | +27.2% | +24.1% |
| 6M | +11.3% | -16.3% | +27.7% | +13.5% |
| YTD | -12.7% | -9.1% | -3.6% | -12.9% |
| 1Y | -32.3% | -34.5% | +2.2% | -27.8% |
| 3Y | +150.3% | -47.0% | +197.3% | +169.1% |
| All | -9.4% | -69.7% | +60.3% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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