-10.6%
BITO vs FIVE
+28.2%
-38.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.0% | -0.7% |
| 7D | -5.8% | +0.6% | -6.4% | -6.0% |
| 30D | +21.1% | +3.0% | +18.1% | +20.0% |
| 3M | +23.5% | +23.2% | +0.3% | +16.6% |
| 6M | +8.3% | +9.2% | -0.9% | +4.5% |
| YTD | -13.9% | +28.1% | -42.0% | -20.3% |
| 1Y | -34.5% | +65.3% | -99.8% | -43.6% |
| 3Y | +147.0% | +49.4% | +97.6% | +112.7% |
| All | -10.6% | +28.2% | -38.8% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling