-29.9%
BITO vs FITB
+23.7%
-53.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | +2.9% | +0.6% | +2.3% | +2.8% |
| 30D | +22.6% | -4.7% | +27.3% | +23.5% |
| 3M | +24.7% | +6.7% | +18.0% | +22.3% |
| 6M | +7.5% | +12.6% | -5.1% | +3.3% |
| YTD | -10.8% | +19.1% | -29.9% | -14.6% |
| 1Y | -29.9% | +22.6% | -52.5% | -32.6% |
| All | -29.9% | +23.7% | -53.6% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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