+156.8%
BITO vs BP
+38.8%
+118.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.5% |
| 7D | -5.8% | +5.7% | -11.5% | -6.6% |
| 30D | +21.1% | +8.1% | +13.1% | +19.7% |
| 3M | +23.5% | +8.6% | +14.9% | +21.7% |
| 6M | +8.3% | +18.1% | -9.9% | +4.2% |
| YTD | -13.9% | +37.6% | -51.5% | -19.6% |
| 1Y | -34.5% | +39.4% | -73.9% | -39.0% |
| All | +156.8% | +38.8% | +118.0% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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