+156.8%
BITO vs FITB
+129.2%
+27.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.5% |
| 7D | -5.8% | -1.0% | -4.8% | -5.5% |
| 30D | +21.1% | -5.5% | +26.6% | +23.5% |
| 3M | +23.5% | +4.1% | +19.4% | +21.0% |
| 6M | +8.3% | +18.7% | -10.4% | +0.1% |
| YTD | -13.9% | +18.2% | -32.0% | -20.3% |
| 1Y | -34.5% | +23.7% | -58.2% | -40.7% |
| All | +156.8% | +129.2% | +27.6% | +116.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling