-10.6%
BITO vs BKR
+148.3%
-158.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -3.4% | -7.0% | +3.5% | -1.7% |
| 30D | +21.4% | -8.1% | +29.5% | +23.9% |
| 3M | +20.5% | -6.6% | +27.1% | +22.2% |
| 6M | +7.4% | +0.9% | +6.5% | +6.0% |
| YTD | -13.9% | +31.1% | -45.0% | -21.5% |
| 1Y | -35.1% | +27.7% | -62.8% | -40.5% |
| 3Y | +156.8% | +71.2% | +85.6% | +113.7% |
| All | -10.6% | +148.3% | -158.9% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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