-23.4%
BITO vs BEN
+56.2%
-79.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.7% | -1.8% | +0.8% |
| 7D | -1.9% | +6.7% | -8.7% | -4.7% |
| 30D | -6.7% | +3.0% | -9.7% | -8.0% |
| 3M | +23.1% | -4.3% | +27.4% | +25.1% |
| 6M | -2.0% | +16.4% | -18.4% | -8.4% |
| YTD | -11.4% | +46.8% | -58.2% | -23.0% |
| 1Y | -23.4% | +57.3% | -80.7% | -34.3% |
| All | -23.4% | +56.2% | -79.6% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling