-10.6%
BITO vs BBY
-0.3%
-10.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.9% |
| 7D | -3.4% | +0.6% | -4.0% | -3.6% |
| 30D | +21.4% | +9.4% | +12.0% | +17.9% |
| 3M | +20.5% | +19.3% | +1.2% | +13.9% |
| 6M | +7.4% | +47.9% | -40.5% | -5.7% |
| YTD | -13.9% | +39.6% | -53.4% | -23.3% |
| 1Y | -35.1% | +22.2% | -57.2% | -39.8% |
| 3Y | +156.8% | +45.0% | +111.9% | +111.2% |
| All | -10.6% | -0.3% | -10.2% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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