+57.8%
BITO vs BTSG
+389.4%
-331.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | -3.4% | -3.3% | -0.2% | -2.8% |
| 30D | +21.4% | -1.6% | +23.0% | +21.6% |
| 3M | +20.5% | -6.9% | +27.4% | +21.3% |
| 6M | +7.4% | +42.1% | -34.7% | -3.2% |
| YTD | -13.9% | +56.8% | -70.7% | -24.5% |
| 1Y | -35.1% | +109.8% | -144.9% | -47.3% |
| All | +57.8% | +389.4% | -331.6% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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