-7.4%
BITO vs FIVE
+34.0%
-41.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.1% | -7.6% | -3.7% |
| 7D | +2.9% | +4.3% | -1.4% | +1.7% |
| 30D | +22.6% | +12.5% | +10.1% | +18.7% |
| 3M | +24.7% | +31.2% | -6.6% | +15.8% |
| 6M | +7.5% | +14.4% | -6.9% | +2.6% |
| YTD | -10.8% | +33.9% | -44.7% | -18.4% |
| 1Y | -29.9% | +65.1% | -95.0% | -39.6% |
| 3Y | +158.9% | +49.0% | +110.0% | +125.5% |
| All | -7.4% | +34.0% | -41.4% | -18.1% |
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