-10.6%
BITO vs FDS
-35.2%
+24.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | -3.4% | -14.0% | +10.5% | +1.4% |
| 30D | +21.4% | -6.2% | +27.6% | +23.9% |
| 3M | +20.5% | +10.2% | +10.3% | +15.2% |
| 6M | +7.4% | +27.4% | -20.1% | -5.3% |
| YTD | -13.9% | -9.3% | -4.6% | -11.4% |
| 1Y | -35.1% | -28.6% | -6.4% | -25.0% |
| 3Y | +156.8% | -36.8% | +193.6% | +205.7% |
| All | -10.6% | -35.2% | +24.6% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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