-10.6%
BITO vs CAPR
+110.3%
-120.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -3.4% | -11.0% | +7.5% | -3.3% |
| 30D | +21.4% | +99.8% | -78.3% | +19.6% |
| 3M | +20.5% | -66.6% | +87.1% | +21.3% |
| 6M | +7.4% | -75.1% | +82.4% | +8.6% |
| YTD | -13.9% | -71.0% | +57.1% | -13.2% |
| 1Y | -35.1% | +30.0% | -65.0% | -39.2% |
| 3Y | +156.8% | +29.0% | +127.9% | +104.8% |
| All | -10.6% | +110.3% | -120.9% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling