+156.8%
BITO vs BROS
+59.1%
+97.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | -3.4% | -5.8% | +2.3% | -2.5% |
| 30D | +21.4% | -14.0% | +35.4% | +24.3% |
| 3M | +20.5% | -32.5% | +53.0% | +27.4% |
| 6M | +7.4% | -14.9% | +22.3% | +8.4% |
| YTD | -13.9% | -28.3% | +14.4% | -10.8% |
| 1Y | -35.1% | -34.0% | -1.1% | -32.1% |
| 3Y | +156.8% | +63.0% | +93.9% | +125.9% |
| All | +156.8% | +59.1% | +97.8% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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