-10.6%
BITO vs FANG
+132.4%
-143.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -3.4% | +2.9% | -6.3% | -4.1% |
| 30D | +21.4% | +2.6% | +18.8% | +20.6% |
| 3M | +20.5% | +7.6% | +12.9% | +17.8% |
| 6M | +7.4% | +17.3% | -9.9% | +1.9% |
| YTD | -13.9% | +38.7% | -52.5% | -22.2% |
| 1Y | -35.1% | +51.6% | -86.7% | -42.9% |
| 3Y | +156.8% | +50.0% | +106.9% | +119.8% |
| All | -10.6% | +132.4% | -143.0% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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