-10.6%
BITO vs FLEX
+706.1%
-716.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.2% | -7.2% | -2.0% |
| 7D | -3.4% | +5.7% | -9.2% | -5.1% |
| 30D | +21.4% | -7.0% | +28.4% | +23.3% |
| 3M | +20.5% | -23.8% | +44.3% | +27.6% |
| 6M | +7.4% | +82.6% | -75.3% | -20.5% |
| YTD | -13.9% | +91.6% | -105.5% | -37.8% |
| 1Y | -35.1% | +100.6% | -135.6% | -54.4% |
| 3Y | +156.8% | +479.8% | -322.9% | +7.3% |
| All | -10.6% | +706.1% | -716.7% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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