-10.6%
BITO vs BP
+98.6%
-109.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -3.4% | +5.2% | -8.7% | -4.8% |
| 30D | +21.4% | +8.7% | +12.7% | +18.6% |
| 3M | +20.5% | +9.3% | +11.2% | +17.1% |
| 6M | +7.4% | +13.6% | -6.2% | +2.3% |
| YTD | -13.9% | +37.7% | -51.5% | -22.8% |
| 1Y | -35.1% | +40.6% | -75.7% | -42.3% |
| 3Y | +156.8% | +40.3% | +116.5% | +125.0% |
| All | -10.6% | +98.6% | -109.2% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling