-9.4%
BITO vs FITB
+47.4%
-56.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +1.1% | -0.4% | +1.4% | +1.2% |
| 30D | +21.8% | -5.1% | +26.9% | +24.1% |
| 3M | +25.0% | +3.5% | +21.5% | +22.7% |
| 6M | +11.3% | +17.2% | -5.9% | +3.2% |
| YTD | -12.7% | +17.6% | -30.3% | -19.4% |
| 1Y | -32.3% | +23.4% | -55.7% | -38.9% |
| 3Y | +150.3% | +129.7% | +20.6% | +74.5% |
| All | -9.4% | +47.4% | -56.8% | -19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling