-11.5%
BITO vs COMP
-17.6%
+6.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.7% | -11.2% | -2.2% |
| 7D | -1.5% | +13.4% | -14.9% | -3.6% |
| 30D | -9.5% | +11.1% | -20.6% | -11.4% |
| 3M | +16.2% | -18.8% | +35.0% | +19.3% |
| 6M | -9.0% | +10.5% | -19.5% | -11.9% |
| YTD | -16.2% | -3.4% | -12.7% | -18.2% |
| 1Y | -27.6% | +19.7% | -47.3% | -32.1% |
| 3Y | +78.6% | +381.6% | -303.0% | +24.1% |
| All | -11.5% | -17.6% | +6.1% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling