-10.6%
BITO vs BROS
-33.4%
+22.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | -3.4% | -5.8% | +2.3% | -2.2% |
| 30D | +21.4% | -14.0% | +35.4% | +25.3% |
| 3M | +20.5% | -32.5% | +53.0% | +29.9% |
| 6M | +7.4% | -14.9% | +22.3% | +9.0% |
| YTD | -13.9% | -28.3% | +14.4% | -9.3% |
| 1Y | -35.1% | -34.0% | -1.1% | -30.7% |
| 3Y | +156.8% | +63.0% | +93.9% | +102.6% |
| All | -10.6% | -33.4% | +22.8% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling