-29.5%
BITO vs BLK
+12.9%
-42.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.4% | -0.7% | -2.6% |
| 7D | -5.9% | -0.5% | -5.5% | -5.6% |
| 30D | -11.5% | +8.5% | -20.0% | -15.4% |
| 3M | +15.6% | +3.8% | +11.8% | +13.0% |
| 6M | -8.9% | +12.8% | -21.7% | -15.4% |
| YTD | -15.9% | +11.2% | -27.0% | -21.0% |
| 1Y | -29.5% | +11.4% | -40.9% | -34.1% |
| All | -29.5% | +12.9% | -42.4% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 1y: compounded portfolio wealth divided by compounded BLK 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…
1y analysis · Full analysis span regression · 6 months rolling