-10.6%
BITO vs FITB
+48.9%
-59.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -3.4% | -0.3% | -3.2% | -3.3% |
| 30D | +21.4% | -5.7% | +27.1% | +24.1% |
| 3M | +20.5% | +3.2% | +17.3% | +18.4% |
| 6M | +7.4% | +23.4% | -16.0% | -2.5% |
| YTD | -13.9% | +18.8% | -32.7% | -20.8% |
| 1Y | -35.1% | +25.0% | -60.0% | -41.7% |
| 3Y | +156.8% | +131.2% | +25.6% | +78.6% |
| All | -10.6% | +48.9% | -59.4% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling