+158.7%
BITO vs BURL
+63.9%
+94.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -3.0% |
| 7D | +2.9% | -2.8% | +5.7% | +3.4% |
| 30D | +22.6% | -28.2% | +50.8% | +31.3% |
| 3M | +24.7% | -17.6% | +42.2% | +29.2% |
| 6M | +7.5% | -11.8% | +19.2% | +9.3% |
| YTD | -10.8% | -8.1% | -2.7% | -10.1% |
| 1Y | -29.9% | -12.0% | -18.0% | -29.1% |
| All | +158.7% | +63.9% | +94.8% | +136.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling