-23.4%
BITO vs CHD
+30.9%
-54.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +3.6% |
| 7D | -1.9% | +6.9% | -8.9% | 0.0% |
| 30D | -6.7% | +17.1% | -23.8% | -2.4% |
| 3M | +23.1% | +9.1% | +14.0% | +26.0% |
| 6M | -2.0% | +21.4% | -23.4% | +4.4% |
| YTD | -11.4% | +34.9% | -46.2% | -4.7% |
| 1Y | -23.4% | +31.0% | -54.4% | -19.3% |
| All | -23.4% | +30.9% | -54.3% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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