-9.7%
BITO vs D
+13.3%
-23.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -7.0% | -2.4% | -4.6% | -6.7% |
| 30D | -10.2% | +9.0% | -19.2% | -11.5% |
| 3M | +16.2% | +1.0% | +15.3% | +16.0% |
| 6M | -10.7% | +11.0% | -21.7% | -12.7% |
| YTD | -17.4% | +19.8% | -37.1% | -20.6% |
| 1Y | -29.9% | +16.0% | -45.9% | -32.2% |
| 3Y | +65.4% | +74.4% | -9.0% | +42.2% |
| All | -9.7% | +13.3% | -23.0% | -11.4% |
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