-20.9%
BITO vs FIVE
+31.1%
-51.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | -9.2% | +2.7% | -11.9% | -9.9% |
| 30D | -15.9% | +12.7% | -28.6% | -18.5% |
| 3M | +7.3% | +2.1% | +5.3% | +6.4% |
| 6M | -15.2% | +17.5% | -32.7% | -19.3% |
| YTD | -23.8% | +31.0% | -54.7% | -30.0% |
| 1Y | -32.2% | +67.7% | -99.9% | -41.8% |
| 3Y | +55.1% | +43.4% | +11.7% | +36.8% |
| 5Y | -16.7% | +18.1% | -34.8% | -27.9% |
| All | -20.9% | +31.1% | -51.9% | -29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling