+160.3%
BITO vs FN
+173.9%
-13.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +1.1% | +5.8% | -4.7% | +0.1% |
| 30D | +21.8% | -20.6% | +42.4% | +25.4% |
| 3M | +25.0% | -28.6% | +53.6% | +30.2% |
| 6M | +11.3% | -20.7% | +32.1% | +11.7% |
| YTD | -12.7% | -8.1% | -4.6% | -15.3% |
| 1Y | -32.3% | +13.3% | -45.6% | -37.2% |
| All | +160.3% | +173.9% | -13.6% | +97.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling