-10.6%
BITO vs CAPR
+108.5%
-119.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -1.3% |
| 7D | -5.8% | -10.6% | +4.7% | -5.6% |
| 30D | +21.1% | +111.2% | -90.1% | +19.2% |
| 3M | +23.5% | -67.2% | +90.7% | +24.4% |
| 6M | +8.3% | -75.1% | +83.4% | +9.5% |
| YTD | -13.9% | -71.2% | +57.4% | -13.2% |
| 1Y | -34.5% | +31.1% | -65.7% | -38.8% |
| 3Y | +147.0% | +31.3% | +115.7% | +96.3% |
| All | -10.6% | +108.5% | -119.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling