-15.4%
BITO vs COMP
-19.8%
+4.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.4% | +5.8% | -0.4% |
| 7D | -5.6% | +7.2% | -12.8% | -6.8% |
| 30D | -11.0% | +6.4% | -17.4% | -12.2% |
| 3M | +13.6% | -19.4% | +33.0% | +16.7% |
| 6M | -10.1% | +14.6% | -24.6% | -13.5% |
| YTD | -18.6% | -5.5% | -13.1% | -20.4% |
| 1Y | -33.1% | +13.7% | -46.7% | -36.7% |
| 3Y | +63.0% | +409.7% | -346.7% | +12.5% |
| 5Y | -13.5% | -17.0% | +3.5% | -23.3% |
| All | -15.4% | -19.8% | +4.3% | -25.0% |
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