-10.6%
BITO vs FLR
+188.2%
-198.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.7% |
| 7D | -5.8% | -6.9% | +1.1% | -4.0% |
| 30D | +21.1% | +1.1% | +20.0% | +20.6% |
| 3M | +23.5% | +14.3% | +9.2% | +17.7% |
| 6M | +8.3% | +19.1% | -10.8% | +0.5% |
| YTD | -13.9% | +35.1% | -49.0% | -23.1% |
| 1Y | -34.5% | +29.5% | -64.0% | -40.9% |
| 3Y | +147.0% | +53.0% | +94.0% | +101.6% |
| All | -10.6% | +188.2% | -198.8% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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