-10.6%
BITO vs EXC
+43.7%
-54.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -3.4% | -1.1% | -2.3% | -3.2% |
| 30D | +21.4% | -3.6% | +25.1% | +22.2% |
| 3M | +20.5% | -4.3% | +24.8% | +21.2% |
| 6M | +7.4% | -9.9% | +17.3% | +9.4% |
| YTD | -13.9% | +1.8% | -15.6% | -14.9% |
| 1Y | -35.1% | +2.9% | -37.9% | -36.1% |
| 3Y | +156.8% | +19.1% | +137.7% | +137.5% |
| All | -10.6% | +43.7% | -54.2% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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