-9.4%
BITO vs D
+8.0%
-17.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | 0.0% |
| 7D | +1.1% | -0.4% | +1.5% | +1.1% |
| 30D | +21.8% | -2.1% | +23.8% | +22.1% |
| 3M | +25.0% | -0.7% | +25.8% | +25.0% |
| 6M | +11.3% | +5.6% | +5.8% | +9.8% |
| YTD | -12.7% | +14.6% | -27.3% | -15.3% |
| 1Y | -32.3% | +15.3% | -47.6% | -34.5% |
| 3Y | +150.3% | +59.1% | +91.2% | +121.6% |
| All | -9.4% | +8.0% | -17.4% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling