-9.1%
BITO vs FICO
+123.1%
-132.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +1.5% | -15.4% | +17.0% | +5.4% |
| 30D | +20.0% | -10.4% | +30.4% | +22.8% |
| 3M | +22.8% | -22.7% | +45.5% | +28.5% |
| 6M | +13.1% | -36.8% | +49.9% | +23.7% |
| YTD | -12.5% | -44.8% | +32.3% | -0.6% |
| 1Y | -32.6% | -39.3% | +6.8% | -26.6% |
| 3Y | +151.0% | +3.7% | +147.3% | +106.8% |
| All | -9.1% | +123.1% | -132.2% | -51.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling