-10.6%
BITO vs BEN
+42.6%
-53.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -3.4% | -3.1% | -0.3% | -1.8% |
| 30D | +21.4% | +0.2% | +21.2% | +21.2% |
| 3M | +20.5% | +6.8% | +13.7% | +16.1% |
| 6M | +7.4% | +38.1% | -30.7% | -10.6% |
| YTD | -13.9% | +44.3% | -58.2% | -30.0% |
| 1Y | -35.1% | +42.6% | -77.6% | -47.1% |
| 3Y | +156.8% | +52.3% | +104.5% | +95.2% |
| All | -10.6% | +42.6% | -53.2% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling