-10.6%
BITO vs CBOE
+142.2%
-152.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.0% |
| 7D | -5.8% | -3.7% | -2.1% | -5.0% |
| 30D | +21.1% | +2.0% | +19.2% | +20.5% |
| 3M | +23.5% | -4.2% | +27.7% | +24.2% |
| 6M | +8.3% | +1.2% | +7.1% | +6.6% |
| YTD | -13.9% | +15.4% | -29.3% | -19.1% |
| 1Y | -34.5% | +23.5% | -58.0% | -39.8% |
| 3Y | +147.0% | +93.2% | +53.8% | +66.5% |
| All | -10.6% | +142.2% | -152.8% | -51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling