+72.6%
BITO vs FGI
-70.4%
+143.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +7.5% | -10.0% | -2.6% |
| 7D | +2.9% | +0.5% | +2.3% | +2.9% |
| 30D | +22.6% | +65.4% | -42.8% | +20.0% |
| 3M | +24.7% | +23.5% | +1.2% | +22.6% |
| 6M | +7.5% | +60.5% | -53.1% | +3.2% |
| YTD | -10.8% | +30.0% | -40.8% | -13.8% |
| 1Y | -29.9% | +82.1% | -112.0% | -34.5% |
| 3Y | +158.9% | -4.4% | +163.3% | +143.3% |
| All | +72.6% | -70.4% | +143.0% | +70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling