-9.4%
BITO vs BROS
-31.8%
+22.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.2% |
| 7D | +1.1% | -6.6% | +7.6% | +2.5% |
| 30D | +21.8% | -12.3% | +34.1% | +25.1% |
| 3M | +25.0% | -22.2% | +47.2% | +30.4% |
| 6M | +11.3% | -14.3% | +25.6% | +12.9% |
| YTD | -12.7% | -26.6% | +13.9% | -8.5% |
| 1Y | -32.3% | -31.5% | -0.8% | -28.3% |
| 3Y | +150.3% | +62.3% | +88.1% | +98.0% |
| All | -9.4% | -31.8% | +22.4% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling