+69.2%
BITO vs FICO
-19.7%
+88.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.0% | -1.6% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | -9.5% | +8.4% | -18.0% | -10.7% |
| 3M | +13.5% | -30.5% | +44.0% | +17.7% |
| 6M | -8.6% | -35.7% | +27.1% | -5.2% |
| YTD | -17.2% | -57.2% | +40.0% | -8.5% |
| 1Y | -30.5% | -58.4% | +27.9% | -22.9% |
| 3Y | +69.2% | -24.8% | +94.0% | +93.6% |
| All | +69.2% | -19.7% | +88.9% | +93.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling