-23.4%
BITO vs BNY
+45.2%
-68.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +1.5% |
| 7D | -1.9% | +2.8% | -4.7% | -3.5% |
| 30D | -6.7% | +6.7% | -13.4% | -10.2% |
| 3M | +23.1% | -2.2% | +25.2% | +24.0% |
| 6M | -2.0% | +16.8% | -18.8% | -14.8% |
| YTD | -11.4% | +33.9% | -45.3% | -34.1% |
| 1Y | -23.4% | +43.9% | -67.3% | -49.7% |
| All | -23.4% | +45.2% | -68.5% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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