-20.9%
BITO vs D
+12.3%
-33.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.6% |
| 7D | -9.2% | -1.4% | -7.9% | -9.0% |
| 30D | -15.9% | +7.7% | -23.7% | -16.9% |
| 3M | +7.3% | -0.3% | +7.6% | +7.3% |
| 6M | -15.2% | +10.1% | -25.3% | -16.9% |
| YTD | -23.8% | +19.1% | -42.8% | -26.5% |
| 1Y | -32.2% | +15.9% | -48.1% | -34.3% |
| 3Y | +55.1% | +75.0% | -19.9% | +34.6% |
| 5Y | -16.7% | +13.4% | -30.1% | -16.3% |
| All | -20.9% | +12.3% | -33.1% | -22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling