-10.6%
BITO vs CHD
+19.6%
-30.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -3.4% | -4.5% | +1.0% | -3.1% |
| 30D | +21.4% | -6.7% | +28.1% | +22.0% |
| 3M | +20.5% | -2.7% | +23.2% | +20.7% |
| 6M | +7.4% | -4.9% | +12.3% | +7.8% |
| YTD | -13.9% | +13.3% | -27.2% | -15.8% |
| 1Y | -35.1% | +1.0% | -36.1% | -35.5% |
| 3Y | +156.8% | +1.3% | +155.5% | +148.7% |
| All | -10.6% | +19.6% | -30.2% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling