+156.8%
BITO vs BN
+70.0%
+86.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -3.4% | -5.2% | +1.7% | -0.9% |
| 30D | +21.4% | -14.5% | +35.9% | +30.9% |
| 3M | +20.5% | -15.0% | +35.5% | +30.2% |
| 6M | +7.4% | -5.4% | +12.8% | +9.5% |
| YTD | -13.9% | -16.4% | +2.6% | -6.5% |
| 1Y | -35.1% | -16.2% | -18.8% | -29.7% |
| 3Y | +156.8% | +67.5% | +89.3% | +138.1% |
| All | +156.8% | +70.0% | +86.9% | +138.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 3y: compounded portfolio wealth divided by compounded BN 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…
3y analysis · Full analysis span regression · 6 months rolling