-7.4%
BITO vs COMP
-10.7%
+3.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.5% |
| 7D | +2.9% | +1.4% | +1.5% | +2.6% |
| 30D | +22.6% | -13.3% | +35.9% | +25.2% |
| 3M | +24.7% | +41.1% | -16.5% | +16.8% |
| 6M | +7.5% | +17.2% | -9.7% | +2.5% |
| YTD | -10.8% | +5.2% | -16.0% | -13.8% |
| 1Y | -29.9% | +18.9% | -48.8% | -34.0% |
| 3Y | +158.9% | +215.9% | -57.0% | +93.8% |
| All | -7.4% | -10.7% | +3.3% | -18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling