-9.1%
BITO vs COMP
-13.7%
+4.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.5% | -1.3% |
| 7D | +1.5% | +4.1% | -2.5% | +0.9% |
| 30D | +20.0% | -14.5% | +34.6% | +22.8% |
| 3M | +22.8% | +41.8% | -19.1% | +14.9% |
| 6M | +13.1% | +23.6% | -10.5% | +6.9% |
| YTD | -12.5% | +1.7% | -14.2% | -14.9% |
| 1Y | -32.6% | +12.6% | -45.1% | -36.0% |
| 3Y | +151.0% | +221.9% | -70.8% | +87.3% |
| All | -9.1% | -13.7% | +4.6% | -19.9% |
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