-10.6%
BITO vs CBOE
+136.8%
-147.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.5% |
| 7D | -3.4% | -5.8% | +2.4% | -2.1% |
| 30D | +21.4% | -3.1% | +24.6% | +22.2% |
| 3M | +20.5% | -4.8% | +25.3% | +21.3% |
| 6M | +7.4% | -0.6% | +7.9% | +6.1% |
| YTD | -13.9% | +12.8% | -26.7% | -18.6% |
| 1Y | -35.1% | +19.8% | -54.8% | -39.9% |
| 3Y | +156.8% | +86.9% | +69.9% | +75.4% |
| All | -10.6% | +136.8% | -147.3% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling