+156.8%
BITO vs DTE
+43.4%
+113.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | -3.4% | -2.6% | -0.9% | -3.2% |
| 30D | +21.4% | -4.4% | +25.8% | +21.9% |
| 3M | +20.5% | -8.3% | +28.8% | +21.4% |
| 6M | +7.4% | -8.1% | +15.5% | +8.1% |
| YTD | -13.9% | +4.4% | -18.3% | -15.3% |
| 1Y | -35.1% | +0.2% | -35.2% | -35.6% |
| 3Y | +156.8% | +42.6% | +114.2% | +151.4% |
| All | +156.8% | +43.4% | +113.4% | +151.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 3y: compounded portfolio wealth divided by compounded DTE 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…
3y analysis · Full analysis span regression · 6 months rolling