-9.1%
BITO vs CAPR
+127.6%
-136.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.6% | +1.8% | -1.8% |
| 7D | +1.5% | -9.5% | +11.0% | +1.7% |
| 30D | +20.0% | +121.5% | -101.5% | +18.1% |
| 3M | +22.8% | -65.4% | +88.1% | +23.5% |
| 6M | +13.1% | -67.5% | +80.6% | +13.9% |
| YTD | -12.5% | -68.6% | +56.1% | -11.9% |
| 1Y | -32.6% | +42.7% | -75.2% | -37.0% |
| 3Y | +151.0% | +43.4% | +107.7% | +99.2% |
| All | -9.1% | +127.6% | -136.7% | -41.4% |
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