-14.1%
BITO vs FICO
+73.0%
-87.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.0% | -1.9% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | -9.5% | +8.4% | -18.0% | -11.6% |
| 3M | +13.5% | -30.5% | +44.0% | +20.5% |
| 6M | -8.6% | -35.7% | +27.1% | -2.7% |
| YTD | -17.2% | -57.2% | +40.0% | -2.4% |
| 1Y | -30.5% | -58.4% | +27.9% | -17.6% |
| 3Y | +69.2% | -24.8% | +94.0% | +50.1% |
| 5Y | -14.1% | +79.3% | -93.4% | -52.8% |
| All | -14.1% | +73.0% | -87.0% | -52.1% |
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