-10.6%
BITO vs D
+8.0%
-18.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | -5.8% | -1.6% | -4.2% | -5.6% |
| 30D | +21.1% | -3.5% | +24.6% | +21.8% |
| 3M | +23.5% | -1.6% | +25.1% | +23.7% |
| 6M | +8.3% | +5.8% | +2.5% | +6.7% |
| YTD | -13.9% | +14.5% | -28.3% | -16.5% |
| 1Y | -34.5% | +14.2% | -48.7% | -36.5% |
| 3Y | +147.0% | +59.0% | +88.0% | +118.7% |
| All | -10.6% | +8.0% | -18.5% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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