-29.9%
BITO vs FICO
-39.1%
+9.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -16.7% | +14.2% | -0.8% |
| 7D | +2.9% | -19.2% | +22.1% | +4.9% |
| 30D | +22.6% | -14.6% | +37.2% | +24.3% |
| 3M | +24.7% | -20.1% | +44.7% | +26.0% |
| 6M | +7.5% | -36.3% | +43.8% | +12.5% |
| YTD | -10.8% | -44.9% | +34.1% | -5.6% |
| 1Y | -29.9% | -38.6% | +8.7% | -27.4% |
| All | -29.9% | -39.1% | +9.2% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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