-9.4%
BITO vs COMP
-14.2%
+4.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +1.1% | +0.8% | +0.2% | +0.9% |
| 30D | +21.8% | -13.9% | +35.6% | +24.5% |
| 3M | +25.0% | +30.7% | -5.7% | +18.7% |
| 6M | +11.3% | +18.7% | -7.3% | +5.9% |
| YTD | -12.7% | +1.0% | -13.7% | -15.1% |
| 1Y | -32.3% | +15.1% | -47.4% | -36.0% |
| 3Y | +150.3% | +219.8% | -69.4% | +87.0% |
| All | -9.4% | -14.2% | +4.9% | -20.1% |
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