-20.9%
BITO vs FE
+57.2%
-78.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -3.9% |
| 7D | -9.2% | +1.2% | -10.5% | -9.5% |
| 30D | -15.9% | +4.5% | -20.5% | -17.0% |
| 3M | +7.3% | +1.3% | +6.0% | +6.8% |
| 6M | -15.2% | +8.7% | -23.9% | -17.5% |
| YTD | -23.8% | +9.2% | -33.0% | -26.2% |
| 1Y | -32.2% | +7.0% | -39.2% | -33.9% |
| 3Y | +55.1% | +51.4% | +3.7% | +27.8% |
| 5Y | -16.7% | +47.7% | -64.4% | -30.2% |
| All | -20.9% | +57.2% | -78.1% | -30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling