-10.6%
BITO vs FOXA
+63.1%
-73.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.4% |
| 7D | -3.4% | +0.8% | -4.2% | -3.7% |
| 30D | +21.4% | +5.0% | +16.4% | +19.1% |
| 3M | +20.5% | -3.0% | +23.5% | +20.4% |
| 6M | +7.4% | +14.8% | -7.4% | -0.6% |
| YTD | -13.9% | -8.9% | -5.0% | -11.8% |
| 1Y | -35.1% | +13.3% | -48.4% | -40.3% |
| 3Y | +156.8% | +115.4% | +41.4% | +68.6% |
| All | -10.6% | +63.1% | -73.7% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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