-20.9%
BITO vs COMP
-18.0%
-2.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -3.9% |
| 7D | -9.2% | 0.0% | -9.2% | -9.3% |
| 30D | -15.9% | +16.6% | -32.5% | -18.3% |
| 3M | +7.3% | -23.5% | +30.8% | +11.3% |
| 6M | -15.2% | +25.7% | -40.9% | -19.7% |
| YTD | -23.8% | -3.4% | -20.4% | -25.7% |
| 1Y | -32.2% | +7.6% | -39.8% | -35.2% |
| 3Y | +55.1% | +423.6% | -368.5% | +6.6% |
| 5Y | -16.7% | -10.6% | -6.1% | -26.3% |
| All | -20.9% | -18.0% | -2.9% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling