+156.8%
BITO vs FERG
+51.9%
+104.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -3.4% | -2.6% | -0.9% | -2.7% |
| 30D | +21.4% | -8.9% | +30.3% | +24.7% |
| 3M | +20.5% | -2.0% | +22.5% | +20.6% |
| 6M | +7.4% | -3.2% | +10.6% | +7.4% |
| YTD | -13.9% | +1.5% | -15.4% | -15.1% |
| 1Y | -35.1% | +0.5% | -35.5% | -35.9% |
| 3Y | +156.8% | +50.4% | +106.4% | +154.2% |
| All | +156.8% | +51.9% | +104.9% | +154.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling