-10.6%
BITO vs FFIV
+96.2%
-106.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.6% |
| 7D | -5.8% | +1.6% | -7.4% | -6.6% |
| 30D | +21.1% | -3.7% | +24.9% | +23.0% |
| 3M | +23.5% | +2.0% | +21.5% | +21.2% |
| 6M | +8.3% | +39.3% | -31.0% | -10.7% |
| YTD | -13.9% | +56.1% | -70.0% | -33.3% |
| 1Y | -34.5% | +22.0% | -56.5% | -42.7% |
| 3Y | +147.0% | +148.2% | -1.2% | +40.3% |
| All | -10.6% | +96.2% | -106.7% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling