-10.6%
BITO vs BRKR
-30.4%
+19.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -3.4% | -8.7% | +5.2% | -1.5% |
| 30D | +21.4% | -9.9% | +31.3% | +24.1% |
| 3M | +20.5% | -3.1% | +23.6% | +19.4% |
| 6M | +7.4% | +45.5% | -38.1% | -5.3% |
| YTD | -13.9% | +13.7% | -27.6% | -19.3% |
| 1Y | -35.1% | +67.4% | -102.5% | -46.0% |
| 3Y | +156.8% | -13.2% | +170.0% | +142.5% |
| All | -10.6% | -30.4% | +19.9% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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