+156.8%
BITO vs BWA
+70.7%
+86.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.4% |
| 7D | -3.4% | -1.3% | -2.1% | -3.1% |
| 30D | +21.4% | -2.9% | +24.4% | +22.1% |
| 3M | +20.5% | -10.7% | +31.2% | +23.5% |
| 6M | +7.4% | +26.5% | -19.1% | +0.4% |
| YTD | -13.9% | +49.1% | -63.0% | -25.1% |
| 1Y | -35.1% | +52.1% | -87.1% | -44.1% |
| 3Y | +156.8% | +72.6% | +84.3% | +107.0% |
| All | +156.8% | +70.7% | +86.1% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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