-20.9%
BITO vs EXR
+5.9%
-26.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.7% |
| 7D | -9.2% | -0.4% | -8.8% | -9.1% |
| 30D | -15.9% | +18.2% | -34.1% | -21.2% |
| 3M | +7.3% | +7.3% | 0.0% | +4.3% |
| 6M | -15.2% | +13.8% | -29.0% | -19.8% |
| YTD | -23.8% | +25.9% | -49.7% | -30.9% |
| 1Y | -32.2% | +25.8% | -58.0% | -38.6% |
| 3Y | +55.1% | +53.7% | +1.4% | +23.4% |
| 5Y | -16.7% | -1.8% | -14.9% | -21.5% |
| All | -20.9% | +5.9% | -26.8% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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