-29.9%
BITO vs CBOE
+29.2%
-59.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.4% | -2.5% |
| 7D | +2.9% | -3.6% | +6.5% | +3.0% |
| 30D | +22.6% | +5.1% | +17.5% | +22.2% |
| 3M | +24.7% | +4.6% | +20.0% | +24.2% |
| 6M | +7.5% | -0.3% | +7.7% | +7.5% |
| YTD | -10.8% | +19.8% | -30.5% | -13.0% |
| 1Y | -29.9% | +28.4% | -58.3% | -28.7% |
| All | -29.9% | +29.2% | -59.1% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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