-10.6%
BITO vs FDS
-34.4%
+23.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.8% | +4.5% | +0.6% |
| 7D | -5.8% | -16.0% | +10.2% | -0.4% |
| 30D | +21.1% | -6.7% | +27.9% | +23.9% |
| 3M | +23.5% | +6.0% | +17.5% | +19.7% |
| 6M | +8.3% | +25.1% | -16.8% | -3.6% |
| YTD | -13.9% | -8.1% | -5.7% | -11.8% |
| 1Y | -34.5% | -26.0% | -8.5% | -25.7% |
| 3Y | +147.0% | -36.4% | +183.4% | +194.1% |
| All | -10.6% | -34.4% | +23.8% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling