+156.8%
BITO vs EXC
+19.7%
+137.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.3% |
| 7D | -5.8% | -1.6% | -4.2% | -5.8% |
| 30D | +21.1% | -2.4% | +23.5% | +21.1% |
| 3M | +23.5% | -4.0% | +27.5% | +23.4% |
| 6M | +8.3% | -9.8% | +18.1% | +8.4% |
| YTD | -13.9% | +2.3% | -16.2% | -14.0% |
| 1Y | -34.5% | +3.8% | -38.4% | -34.6% |
| All | +156.8% | +19.7% | +137.1% | +146.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling