-7.4%
BITO vs BIL
+19.4%
-26.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.8% |
| 7D | +2.9% | +0.1% | +2.8% | +1.8% |
| 30D | +22.6% | +0.3% | +22.3% | +17.9% |
| 3M | +24.7% | +0.9% | +23.7% | +11.1% |
| 6M | +7.5% | +1.8% | +5.6% | -14.1% |
| YTD | -10.8% | +2.4% | -13.2% | -33.7% |
| 1Y | -29.9% | +3.7% | -33.6% | -54.5% |
| 3Y | +158.9% | +14.2% | +144.8% | -45.0% |
| All | -7.4% | +19.4% | -26.8% | -91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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