-10.6%
BITO vs BG
+61.8%
-72.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.3% |
| 7D | -3.4% | +3.1% | -6.6% | -4.1% |
| 30D | +21.4% | +10.2% | +11.2% | +18.8% |
| 3M | +20.5% | -1.7% | +22.2% | +20.5% |
| 6M | +7.4% | +1.0% | +6.4% | +6.3% |
| YTD | -13.9% | +39.9% | -53.8% | -21.5% |
| 1Y | -35.1% | +53.2% | -88.3% | -42.5% |
| 3Y | +156.8% | +16.3% | +140.6% | +143.0% |
| All | -10.6% | +61.8% | -72.4% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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