+156.8%
BITO vs BNY
+287.0%
-130.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -3.4% | -1.3% | -2.1% | -2.7% |
| 30D | +21.4% | -0.2% | +21.6% | +21.4% |
| 3M | +20.5% | +14.9% | +5.6% | +11.0% |
| 6M | +7.4% | +40.0% | -32.6% | -12.3% |
| YTD | -13.9% | +42.0% | -55.8% | -30.0% |
| 1Y | -35.1% | +56.9% | -91.9% | -50.0% |
| 3Y | +156.8% | +289.9% | -133.0% | +43.6% |
| All | +156.8% | +287.0% | -130.2% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling