-10.6%
BITO vs FERG
+66.8%
-77.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.9% |
| 7D | -5.8% | -1.0% | -4.8% | -5.4% |
| 30D | +21.1% | -11.8% | +32.9% | +27.7% |
| 3M | +23.5% | -1.2% | +24.7% | +23.1% |
| 6M | +8.3% | -2.3% | +10.6% | +7.7% |
| YTD | -13.9% | +0.8% | -14.7% | -15.6% |
| 1Y | -34.5% | +0.5% | -35.0% | -36.2% |
| 3Y | +147.0% | +51.4% | +95.6% | +84.9% |
| All | -10.6% | +66.8% | -77.4% | -41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling