-29.9%
BITO vs FERG
+0.8%
-30.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.3% | -4.8% | -3.0% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | +22.6% | -10.2% | +32.8% | +25.6% |
| 3M | +24.7% | -0.6% | +25.2% | +24.0% |
| 6M | +7.5% | -6.5% | +14.0% | +8.5% |
| YTD | -10.8% | +4.2% | -15.0% | -12.3% |
| 1Y | -29.9% | -2.3% | -27.6% | -29.7% |
| All | -29.9% | +0.8% | -30.7% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 1y: compounded portfolio wealth divided by compounded FERG 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…
1y analysis · Full analysis span regression · 6 months rolling