-11.5%
BITO vs BURL
-17.2%
+5.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | -1.5% | +4.1% | -5.5% | -2.6% |
| 30D | -9.5% | -9.5% | 0.0% | -7.1% |
| 3M | +16.2% | -33.5% | +49.7% | +29.6% |
| 6M | -9.0% | -22.1% | +13.1% | -3.7% |
| YTD | -16.2% | -14.6% | -1.6% | -14.0% |
| 1Y | -27.6% | -8.4% | -19.3% | -27.8% |
| 3Y | +78.6% | +86.6% | -8.0% | +36.4% |
| All | -11.5% | -17.2% | +5.7% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling