+156.8%
BITO vs EXPE
+153.4%
+3.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.6% |
| 7D | -5.8% | -8.7% | +2.8% | -4.5% |
| 30D | +21.1% | -13.6% | +34.8% | +23.6% |
| 3M | +23.5% | +26.6% | -3.1% | +18.1% |
| 6M | +8.3% | +19.9% | -11.7% | +4.0% |
| YTD | -13.9% | -1.7% | -12.2% | -14.9% |
| 1Y | -34.5% | +29.4% | -64.0% | -39.0% |
| All | +156.8% | +153.4% | +3.4% | +124.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling