-29.9%
BITO vs EXPE
+40.7%
-70.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.3% |
| 7D | +2.9% | -9.5% | +12.4% | +3.7% |
| 30D | +22.6% | -6.6% | +29.2% | +23.1% |
| 3M | +24.7% | +31.4% | -6.7% | +20.7% |
| 6M | +7.5% | +35.2% | -27.7% | +3.1% |
| YTD | -10.8% | +5.8% | -16.6% | -12.4% |
| 1Y | -29.9% | +38.7% | -68.6% | -33.5% |
| All | -29.9% | +40.7% | -70.6% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling