+160.3%
BITO vs FIVE
+52.3%
+108.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.5% | +0.1% |
| 7D | +1.1% | +1.7% | -0.6% | +0.8% |
| 30D | +21.8% | +5.0% | +16.8% | +20.9% |
| 3M | +25.0% | +29.5% | -4.5% | +20.6% |
| 6M | +11.3% | +12.4% | -1.1% | +9.1% |
| YTD | -12.7% | +31.2% | -43.9% | -16.2% |
| 1Y | -32.3% | +72.9% | -105.2% | -37.3% |
| All | +160.3% | +52.3% | +108.0% | +149.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling