-9.4%
BITO vs FE
+53.1%
-62.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +1.1% | -0.2% | +1.2% | +1.1% |
| 30D | +21.8% | -1.2% | +22.9% | +22.1% |
| 3M | +25.0% | +1.7% | +23.4% | +24.2% |
| 6M | +11.3% | -7.5% | +18.8% | +13.7% |
| YTD | -12.7% | +6.3% | -19.0% | -14.8% |
| 1Y | -32.3% | +10.9% | -43.2% | -34.9% |
| 3Y | +150.3% | +46.9% | +103.4% | +108.2% |
| All | -9.4% | +53.1% | -62.4% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling