-10.6%
BITO vs BRO
+6.6%
-17.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -3.4% | -7.3% | +3.9% | -1.3% |
| 30D | +21.4% | -6.9% | +28.3% | +23.9% |
| 3M | +20.5% | +10.7% | +9.8% | +15.8% |
| 6M | +7.4% | -2.7% | +10.1% | +7.5% |
| YTD | -13.9% | -16.3% | +2.5% | -9.0% |
| 1Y | -35.1% | -29.1% | -6.0% | -26.7% |
| 3Y | +156.8% | -7.8% | +164.7% | +137.4% |
| All | -10.6% | +6.6% | -17.2% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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