-23.4%
BITO vs FTV
+37.8%
-61.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +2.9% |
| 7D | -1.9% | +6.6% | -8.5% | -2.0% |
| 30D | -6.7% | +19.1% | -25.8% | -6.8% |
| 3M | +23.1% | +13.1% | +10.0% | +22.7% |
| 6M | -2.0% | +14.0% | -16.0% | -2.1% |
| YTD | -11.4% | +24.2% | -35.6% | -10.2% |
| 1Y | -23.4% | +36.4% | -59.7% | -21.5% |
| All | -23.4% | +37.8% | -61.1% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling