-7.4%
BITO vs EXC
+45.3%
-52.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.2% |
| 7D | +2.9% | +0.3% | +2.6% | +2.8% |
| 30D | +22.6% | -3.7% | +26.3% | +23.4% |
| 3M | +24.7% | -1.3% | +25.9% | +24.5% |
| 6M | +7.5% | -9.7% | +17.2% | +9.5% |
| YTD | -10.8% | +2.9% | -13.7% | -12.0% |
| 1Y | -29.9% | +4.4% | -34.3% | -31.2% |
| 3Y | +158.9% | +22.2% | +136.7% | +137.4% |
| All | -7.4% | +45.3% | -52.6% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling