-9.1%
BITO vs BP
+93.4%
-102.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -2.5% |
| 7D | +1.5% | +0.9% | +0.6% | +1.3% |
| 30D | +20.0% | +9.1% | +10.9% | +17.1% |
| 3M | +22.8% | +3.9% | +18.8% | +21.0% |
| 6M | +13.1% | +13.6% | -0.5% | +7.6% |
| YTD | -12.5% | +34.0% | -46.5% | -21.0% |
| 1Y | -32.6% | +39.2% | -71.7% | -40.0% |
| 3Y | +151.0% | +36.4% | +114.6% | +121.6% |
| All | -9.1% | +93.4% | -102.5% | -34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling