-9.4%
BITO vs FN
+326.2%
-335.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +1.1% | +5.8% | -4.7% | 0.0% |
| 30D | +21.8% | -20.6% | +42.4% | +26.1% |
| 3M | +25.0% | -28.6% | +53.6% | +31.0% |
| 6M | +11.3% | -20.7% | +32.1% | +11.7% |
| YTD | -12.7% | -8.1% | -4.6% | -15.8% |
| 1Y | -32.3% | +13.3% | -45.6% | -38.1% |
| 3Y | +150.3% | +175.7% | -25.4% | +71.8% |
| All | -9.4% | +326.2% | -335.5% | -50.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling