-31.0%
BITO vs FGI
+41.8%
-72.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -5.6% | -4.1% | -1.5% | -5.6% |
| 30D | -11.0% | -3.4% | -7.6% | -11.0% |
| 3M | +13.6% | +61.8% | -48.2% | +12.8% |
| 6M | -10.1% | +17.0% | -27.1% | -10.7% |
| YTD | -18.6% | +31.4% | -50.0% | -20.4% |
| All | -31.0% | +41.8% | -72.8% | -31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling