-10.6%
BITO vs FOXA
+61.3%
-71.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -2.0% |
| 7D | -5.8% | -3.7% | -2.1% | -4.6% |
| 30D | +21.1% | +5.4% | +15.8% | +18.7% |
| 3M | +23.5% | -3.7% | +27.2% | +23.6% |
| 6M | +8.3% | +12.6% | -4.3% | +0.9% |
| YTD | -13.9% | -10.0% | -3.9% | -11.5% |
| 1Y | -34.5% | +15.0% | -49.6% | -40.4% |
| 3Y | +147.0% | +115.1% | +31.9% | +61.9% |
| All | -10.6% | +61.3% | -71.8% | -33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling