-7.4%
BITO vs FN
+315.1%
-322.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.1% | -5.6% | -3.0% |
| 7D | +2.9% | -1.7% | +4.6% | +3.2% |
| 30D | +22.6% | -22.0% | +44.6% | +27.3% |
| 3M | +24.7% | -43.0% | +67.7% | +36.7% |
| 6M | +7.5% | -27.7% | +35.2% | +9.9% |
| YTD | -10.8% | -10.5% | -0.3% | -13.5% |
| 1Y | -29.9% | +12.5% | -42.4% | -35.9% |
| 3Y | +158.9% | +153.8% | +5.1% | +81.3% |
| All | -7.4% | +315.1% | -322.5% | -49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling