-35.1%
BITO vs CAPR
+37.0%
-72.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -3.4% | -11.0% | +7.5% | -3.4% |
| 30D | +21.4% | +99.8% | -78.3% | +20.9% |
| 3M | +20.5% | -66.6% | +87.1% | +20.8% |
| 6M | +7.4% | -75.1% | +82.4% | +7.8% |
| YTD | -13.9% | -71.0% | +57.1% | -13.7% |
| 1Y | -35.1% | +30.0% | -65.0% | -34.5% |
| All | -35.1% | +37.0% | -72.1% | -34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling