-10.6%
BITO vs BUD
+46.9%
-57.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -5.8% | -3.2% | -2.6% | -5.0% |
| 30D | +21.1% | -3.7% | +24.8% | +22.3% |
| 3M | +23.5% | -4.4% | +27.9% | +24.7% |
| 6M | +8.3% | +7.7% | +0.5% | +5.4% |
| YTD | -13.9% | +23.1% | -36.9% | -20.1% |
| 1Y | -34.5% | +33.6% | -68.2% | -41.1% |
| 3Y | +147.0% | +44.7% | +102.3% | +110.9% |
| All | -10.6% | +46.9% | -57.4% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling