-10.6%
BITO vs FND
-63.1%
+52.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | -3.4% | -5.8% | +2.3% | -1.7% |
| 30D | +21.4% | -20.2% | +41.6% | +29.6% |
| 3M | +20.5% | -12.0% | +32.5% | +23.4% |
| 6M | +7.4% | -18.5% | +25.9% | +11.7% |
| YTD | -13.9% | -22.3% | +8.4% | -9.5% |
| 1Y | -35.1% | -47.6% | +12.6% | -22.3% |
| 3Y | +156.8% | -49.8% | +206.6% | +189.1% |
| All | -10.6% | -63.1% | +52.5% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 5y: compounded portfolio wealth divided by compounded FND 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…
5y analysis · Full analysis span regression · 6 months rolling