-10.6%
BITO vs FISV
-53.0%
+42.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.4% | -1.4% |
| 7D | -3.4% | -2.7% | -0.8% | -2.8% |
| 30D | +21.4% | 0.0% | +21.4% | +21.1% |
| 3M | +20.5% | -2.8% | +23.3% | +20.3% |
| 6M | +7.4% | -11.8% | +19.2% | +9.7% |
| YTD | -13.9% | -23.2% | +9.3% | -8.5% |
| 1Y | -35.1% | -62.0% | +26.9% | -18.4% |
| 3Y | +156.8% | -57.6% | +214.4% | +174.5% |
| All | -10.6% | -53.0% | +42.4% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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