-9.1%
BITO vs BEN
+46.8%
-55.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.6% | -1.7% |
| 7D | +1.5% | +4.7% | -3.1% | -1.0% |
| 30D | +20.0% | +2.6% | +17.4% | +18.3% |
| 3M | +22.8% | +11.5% | +11.3% | +15.6% |
| 6M | +13.1% | +35.3% | -22.2% | -4.8% |
| YTD | -12.5% | +48.6% | -61.1% | -30.0% |
| 1Y | -32.6% | +46.7% | -79.3% | -45.9% |
| 3Y | +151.0% | +57.0% | +94.0% | +87.7% |
| All | -9.1% | +46.8% | -55.9% | -30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling