-14.1%
BITO vs BURL
-6.6%
-7.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.2% | -5.5% | -2.5% |
| 7D | -2.4% | +7.7% | -10.1% | -4.4% |
| 30D | -9.5% | -7.1% | -2.4% | -7.8% |
| 3M | +13.5% | -30.3% | +43.8% | +24.8% |
| 6M | -8.6% | -15.5% | +7.0% | -5.6% |
| YTD | -17.2% | -11.0% | -6.3% | -16.1% |
| 1Y | -30.5% | -8.4% | -22.1% | -30.6% |
| 3Y | +69.2% | +96.7% | -27.5% | +27.7% |
| 5Y | -14.1% | -14.1% | -0.1% | -17.9% |
| All | -14.1% | -6.6% | -7.5% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling