-9.4%
BITO vs BWA
+77.4%
-86.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | +1.1% | +0.1% | +0.9% | +1.0% |
| 30D | +21.8% | -5.6% | +27.3% | +23.9% |
| 3M | +25.0% | -10.7% | +35.7% | +29.4% |
| 6M | +11.3% | +23.2% | -11.8% | +2.0% |
| YTD | -12.7% | +46.0% | -58.7% | -27.1% |
| 1Y | -32.3% | +51.2% | -83.5% | -44.6% |
| 3Y | +150.3% | +69.6% | +80.8% | +89.3% |
| All | -9.4% | +77.4% | -86.7% | -39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling