-7.4%
BITO vs FE
+54.9%
-62.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.3% |
| 7D | +2.9% | +1.9% | +0.9% | +2.4% |
| 30D | +22.6% | -1.2% | +23.8% | +22.9% |
| 3M | +24.7% | +3.5% | +21.2% | +23.1% |
| 6M | +7.5% | -6.1% | +13.5% | +9.2% |
| YTD | -10.8% | +7.6% | -18.4% | -13.2% |
| 1Y | -29.9% | +11.9% | -41.8% | -32.8% |
| 3Y | +158.9% | +48.4% | +110.5% | +114.8% |
| All | -7.4% | +54.9% | -62.3% | -18.1% |
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