-15.4%
BITO vs FN
+255.1%
-270.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.8% | +3.2% | -0.7% |
| 7D | -5.6% | -4.1% | -1.5% | -5.3% |
| 30D | -11.0% | -28.3% | +17.3% | -6.3% |
| 3M | +13.6% | -33.9% | +47.5% | +20.2% |
| 6M | -10.1% | -43.9% | +33.8% | -3.3% |
| YTD | -18.6% | -23.4% | +4.9% | -19.8% |
| 1Y | -33.1% | -25.4% | -7.7% | -34.1% |
| 3Y | +63.0% | +107.9% | -44.9% | +17.7% |
| 5Y | -13.5% | +195.1% | -208.6% | -49.0% |
| All | -15.4% | +255.1% | -270.5% | -52.9% |
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