-10.6%
BITO vs BDX
+3.8%
-14.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -3.4% | -3.2% | -0.3% | -2.8% |
| 30D | +21.4% | -2.5% | +24.0% | +22.1% |
| 3M | +20.5% | +21.4% | -0.9% | +15.5% |
| 6M | +7.4% | +10.4% | -3.0% | +5.1% |
| YTD | -13.9% | +18.8% | -32.7% | -17.4% |
| 1Y | -35.1% | +21.7% | -56.7% | -38.2% |
| 3Y | +156.8% | -10.0% | +166.8% | +164.5% |
| All | -10.6% | +3.8% | -14.3% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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