-10.6%
BITO vs FTI
+894.2%
-904.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | -3.4% | -4.4% | +0.9% | -2.5% |
| 30D | +21.4% | +1.5% | +19.9% | +21.0% |
| 3M | +20.5% | +8.2% | +12.3% | +17.9% |
| 6M | +7.4% | +18.8% | -11.4% | +2.3% |
| YTD | -13.9% | +71.7% | -85.5% | -24.6% |
| 1Y | -35.1% | +90.0% | -125.1% | -44.6% |
| 3Y | +156.8% | +270.5% | -113.7% | +83.9% |
| All | -10.6% | +894.2% | -904.7% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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