-29.9%
BITO vs FN
+17.1%
-47.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.1% | -5.6% | -2.9% |
| 7D | +2.9% | -1.7% | +4.6% | +3.1% |
| 30D | +22.6% | -22.0% | +44.6% | +25.9% |
| 3M | +24.7% | -43.0% | +67.7% | +34.4% |
| 6M | +7.5% | -27.7% | +35.2% | +8.6% |
| YTD | -10.8% | -10.5% | -0.3% | -14.8% |
| 1Y | -29.9% | +12.5% | -42.4% | -35.8% |
| All | -29.9% | +17.1% | -47.0% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling