-23.4%
BITO vs BUD
+38.4%
-61.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +3.1% |
| 7D | -1.9% | +3.3% | -5.3% | -1.7% |
| 30D | -6.7% | +11.8% | -18.6% | -6.2% |
| 3M | +23.1% | -1.1% | +24.1% | +22.8% |
| 6M | -2.0% | +14.9% | -16.9% | -1.3% |
| YTD | -11.4% | +32.6% | -44.0% | -9.0% |
| 1Y | -23.4% | +37.2% | -60.5% | -20.3% |
| All | -23.4% | +38.4% | -61.7% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 1y: compounded portfolio wealth divided by compounded BUD 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…
1y analysis · Full analysis span regression · 6 months rolling