-9.1%
BITO vs FLUT
-48.9%
+39.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | +1.5% | +3.8% | -2.3% | +0.6% |
| 30D | +20.0% | +6.3% | +13.7% | +17.9% |
| 3M | +22.8% | -4.0% | +26.8% | +22.5% |
| 6M | +13.1% | -10.3% | +23.4% | +14.2% |
| YTD | -12.5% | -53.2% | +40.7% | +5.6% |
| 1Y | -32.6% | -65.0% | +32.5% | -12.2% |
| 3Y | +151.0% | -43.9% | +194.9% | +179.8% |
| All | -9.1% | -48.9% | +39.8% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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