-9.1%
BITO vs EXEL
+167.4%
-176.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.4% |
| 7D | +1.5% | +1.4% | +0.2% | +1.3% |
| 30D | +20.0% | +6.7% | +13.4% | +18.5% |
| 3M | +22.8% | +11.5% | +11.3% | +20.0% |
| 6M | +13.1% | +38.8% | -25.7% | +5.6% |
| YTD | -12.5% | +31.6% | -44.0% | -17.6% |
| 1Y | -32.6% | +53.0% | -85.6% | -38.8% |
| 3Y | +151.0% | +160.8% | -9.8% | +85.2% |
| All | -9.1% | +167.4% | -176.5% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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