-10.6%
BITO vs FE
+53.2%
-63.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | -5.8% | -1.7% | -4.1% | -5.4% |
| 30D | +21.1% | -1.3% | +22.4% | +21.5% |
| 3M | +23.5% | +0.6% | +22.9% | +23.1% |
| 6M | +8.3% | -6.8% | +15.1% | +10.3% |
| YTD | -13.9% | +6.4% | -20.3% | -15.9% |
| 1Y | -34.5% | +11.3% | -45.8% | -37.1% |
| 3Y | +147.0% | +47.1% | +99.9% | +105.4% |
| All | -10.6% | +53.2% | -63.8% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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