-10.6%
BITO vs FFIV
+102.7%
-113.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -1.6% |
| 7D | -3.4% | +5.4% | -8.9% | -6.0% |
| 30D | +21.4% | -2.7% | +24.1% | +22.6% |
| 3M | +20.5% | +4.5% | +16.0% | +16.9% |
| 6M | +7.4% | +42.2% | -34.8% | -12.3% |
| YTD | -13.9% | +61.3% | -75.2% | -34.3% |
| 1Y | -35.1% | +23.0% | -58.1% | -43.3% |
| 3Y | +156.8% | +156.3% | +0.6% | +43.6% |
| All | -10.6% | +102.7% | -113.2% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling