+156.8%
BITO vs FLEX
+442.3%
-285.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -0.5% |
| 7D | -5.8% | +0.1% | -5.9% | -5.9% |
| 30D | +21.1% | -11.8% | +32.9% | +23.7% |
| 3M | +23.5% | -22.6% | +46.1% | +27.9% |
| 6M | +8.3% | +77.3% | -69.1% | -13.4% |
| YTD | -13.9% | +78.8% | -92.6% | -31.5% |
| 1Y | -34.5% | +86.1% | -120.6% | -48.8% |
| All | +156.8% | +442.3% | -285.5% | +77.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling