-9.4%
BITO vs FTI
+913.3%
-922.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.2% |
| 7D | +1.1% | -2.3% | +3.4% | +1.6% |
| 30D | +21.8% | +5.0% | +16.7% | +20.4% |
| 3M | +25.0% | +13.8% | +11.2% | +20.9% |
| 6M | +11.3% | +22.9% | -11.5% | +5.3% |
| YTD | -12.7% | +75.0% | -87.7% | -23.9% |
| 1Y | -32.3% | +96.9% | -129.2% | -42.7% |
| 3Y | +150.3% | +276.7% | -126.4% | +78.7% |
| All | -9.4% | +913.3% | -922.7% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling