-9.1%
BITO vs FLEX
+695.9%
-705.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.4% | -6.2% | -3.1% |
| 7D | +1.5% | +7.0% | -5.4% | -0.4% |
| 30D | +20.0% | -5.8% | +25.8% | +21.5% |
| 3M | +22.8% | -24.2% | +47.0% | +30.1% |
| 6M | +13.1% | +90.8% | -77.7% | -17.9% |
| YTD | -12.5% | +89.2% | -101.7% | -36.5% |
| 1Y | -32.6% | +104.7% | -137.3% | -53.0% |
| 3Y | +151.0% | +478.1% | -327.0% | +4.7% |
| All | -9.1% | +695.9% | -705.0% | -71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling