-9.1%
BITO vs BURL
-7.2%
-1.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.7% | +1.9% | -0.8% |
| 7D | +1.5% | -2.6% | +4.1% | +2.3% |
| 30D | +20.0% | -30.8% | +50.8% | +32.8% |
| 3M | +22.8% | -18.7% | +41.4% | +29.2% |
| 6M | +13.1% | -16.4% | +29.5% | +17.5% |
| YTD | -12.5% | -11.6% | -0.9% | -10.7% |
| 1Y | -32.6% | -12.0% | -20.6% | -31.7% |
| 3Y | +151.0% | +63.6% | +87.4% | +101.8% |
| All | -9.1% | -7.2% | -1.9% | -12.3% |
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