-33.1%
BITO vs COMP
+16.2%
-49.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.4% | +5.8% | -0.8% |
| 7D | -5.6% | +7.2% | -12.8% | -6.4% |
| 30D | -11.0% | +6.4% | -17.4% | -11.8% |
| 3M | +13.6% | -19.4% | +33.0% | +15.5% |
| 6M | -10.1% | +14.6% | -24.6% | -12.6% |
| YTD | -18.6% | -5.5% | -13.1% | -18.4% |
| 1Y | -33.1% | +13.7% | -46.7% | -34.0% |
| All | -33.1% | +16.2% | -49.3% | -34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling