+156.8%
BITO vs CBOE
+89.1%
+67.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | -0.1% |
| 7D | -3.4% | -5.8% | +2.4% | -3.6% |
| 30D | +21.4% | -3.1% | +24.6% | +21.3% |
| 3M | +20.5% | -4.8% | +25.3% | +20.4% |
| 6M | +7.4% | -0.6% | +7.9% | +8.3% |
| YTD | -13.9% | +12.8% | -26.7% | -12.2% |
| 1Y | -35.1% | +19.8% | -54.8% | -33.2% |
| 3Y | +156.8% | +86.9% | +69.9% | +148.1% |
| All | +156.8% | +89.1% | +67.7% | +148.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling