-20.9%
BITO vs CAPR
+139.4%
-160.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.9% | +3.4% | -3.5% |
| 7D | -9.2% | +5.9% | -15.1% | -9.4% |
| 30D | -15.9% | +44.6% | -60.5% | -16.5% |
| 3M | +7.3% | +126.4% | -119.0% | +5.3% |
| 6M | -15.2% | -68.6% | +53.4% | -14.7% |
| YTD | -23.8% | -67.0% | +43.2% | -23.5% |
| 1Y | -32.2% | +65.2% | -97.3% | -37.1% |
| 3Y | +55.1% | +235.6% | -180.5% | +13.8% |
| 5Y | -16.7% | +175.4% | -192.1% | -48.2% |
| All | -20.9% | +139.4% | -160.3% | -49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling