-9.1%
BITO vs FDS
-27.9%
+18.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.4% | -0.5% |
| 7D | +1.5% | -5.4% | +6.9% | +3.4% |
| 30D | +20.0% | +1.6% | +18.5% | +19.4% |
| 3M | +22.8% | +17.7% | +5.0% | +15.0% |
| 6M | +13.1% | +29.1% | -16.0% | +0.5% |
| YTD | -12.5% | +1.0% | -13.4% | -13.0% |
| 1Y | -32.6% | -21.6% | -10.9% | -24.2% |
| 3Y | +151.0% | -30.1% | +181.2% | +190.1% |
| All | -9.1% | -27.9% | +18.8% | +5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling