-10.6%
BITO vs EXPE
+71.2%
-81.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.4% |
| 7D | -3.4% | -5.8% | +2.3% | -1.9% |
| 30D | +21.4% | -13.6% | +35.0% | +26.2% |
| 3M | +20.5% | +25.2% | -4.7% | +11.4% |
| 6M | +7.4% | +22.3% | -15.0% | -0.8% |
| YTD | -13.9% | -0.3% | -13.6% | -16.3% |
| 1Y | -35.1% | +27.8% | -62.9% | -42.7% |
| 3Y | +156.8% | +162.4% | -5.6% | +61.2% |
| All | -10.6% | +71.2% | -81.8% | -33.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling