-10.6%
BITO vs BLDR
+2.0%
-12.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -0.3% |
| 7D | -5.8% | -8.1% | +2.3% | -3.8% |
| 30D | +21.1% | -21.5% | +42.6% | +28.7% |
| 3M | +23.5% | -21.0% | +44.5% | +29.4% |
| 6M | +8.3% | -37.1% | +45.3% | +20.1% |
| YTD | -13.9% | -42.7% | +28.8% | -2.6% |
| 1Y | -34.5% | -58.0% | +23.4% | -19.1% |
| 3Y | +147.0% | -57.8% | +204.8% | +185.2% |
| All | -10.6% | +2.0% | -12.6% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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