+57.8%
BITO vs FGI
-70.0%
+127.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -5.6% | -4.1% | -1.5% | -5.5% |
| 30D | -10.9% | -3.4% | -7.5% | -10.9% |
| 3M | +13.8% | +61.8% | -48.0% | +11.3% |
| 6M | -9.9% | +17.0% | -27.0% | -11.5% |
| YTD | -18.4% | +31.4% | -49.8% | -21.3% |
| 1Y | -33.0% | +42.7% | -75.7% | -35.9% |
| 3Y | +63.2% | -0.1% | +63.3% | +53.0% |
| All | +57.8% | -70.0% | +127.9% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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