-9.1%
BITO vs BUD
+50.8%
-59.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | +1.5% | +0.8% | +0.8% | +1.4% |
| 30D | +20.0% | -4.8% | +24.8% | +21.6% |
| 3M | +22.8% | +1.4% | +21.4% | +21.9% |
| 6M | +13.1% | +9.9% | +3.2% | +9.5% |
| YTD | -12.5% | +26.3% | -38.8% | -19.4% |
| 1Y | -32.6% | +36.1% | -68.7% | -39.6% |
| 3Y | +151.0% | +48.6% | +102.5% | +112.8% |
| All | -9.1% | +50.8% | -59.9% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling