+55.1%
BITO vs BURL
+87.4%
-32.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.6% | 0.0% | -2.8% |
| 7D | -9.2% | -1.6% | -7.6% | -8.9% |
| 30D | -15.9% | -7.7% | -8.2% | -14.6% |
| 3M | +7.3% | -31.7% | +39.0% | +15.9% |
| 6M | -15.2% | -15.2% | 0.0% | -13.3% |
| YTD | -23.8% | -15.9% | -7.9% | -22.0% |
| 1Y | -32.2% | -14.2% | -18.0% | -31.2% |
| 3Y | +55.1% | +93.5% | -38.4% | +45.7% |
| All | +55.1% | +87.4% | -32.4% | +45.7% |
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