-10.6%
BITO vs BTG
+54.3%
-64.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -3.4% | -3.8% | +0.3% | -2.6% |
| 30D | +21.4% | +3.6% | +17.8% | +20.5% |
| 3M | +20.5% | +32.0% | -11.5% | +12.7% |
| 6M | +7.4% | +3.4% | +4.0% | +5.1% |
| YTD | -13.9% | +20.8% | -34.7% | -19.3% |
| 1Y | -35.1% | +22.4% | -57.5% | -40.2% |
| 3Y | +156.8% | +91.7% | +65.1% | +102.1% |
| All | -10.6% | +54.3% | -64.8% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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