+59.7%
BITO vs FGI
-68.3%
+128.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.9% | -4.5% | +1.2% |
| 7D | -7.0% | +6.9% | -13.9% | -7.1% |
| 30D | -10.3% | +3.9% | -14.2% | -10.4% |
| 3M | +16.0% | +74.3% | -58.2% | +13.4% |
| 6M | -10.8% | +28.9% | -39.8% | -12.5% |
| YTD | -17.5% | +39.1% | -56.6% | -20.4% |
| 1Y | -30.1% | +49.3% | -79.4% | -33.1% |
| 3Y | +65.1% | +5.7% | +59.4% | +54.6% |
| All | +59.7% | -68.3% | +128.0% | +57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling