+69.4%
BITO vs FGI
-69.8%
+139.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -1.9% |
| 7D | +1.5% | +5.2% | -3.6% | +1.5% |
| 30D | +20.0% | +65.2% | -45.2% | +17.6% |
| 3M | +22.8% | +30.2% | -7.4% | +20.6% |
| 6M | +13.1% | +87.8% | -74.7% | +8.2% |
| YTD | -12.5% | +32.5% | -44.9% | -15.4% |
| 1Y | -32.6% | +93.6% | -126.2% | -37.1% |
| 3Y | +151.0% | -2.6% | +153.6% | +135.8% |
| All | +69.4% | -69.8% | +139.2% | +67.4% |
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