-29.9%
BITO vs FTV
+21.5%
-51.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.4% |
| 7D | +2.9% | -4.6% | +7.5% | +3.0% |
| 30D | +22.6% | -7.2% | +29.8% | +22.7% |
| 3M | +24.7% | -7.3% | +31.9% | +24.8% |
| 6M | +7.5% | -1.6% | +9.1% | +6.8% |
| YTD | -10.8% | +3.3% | -14.1% | -10.3% |
| 1Y | -29.9% | +20.2% | -50.1% | -33.2% |
| All | -29.9% | +21.5% | -51.4% | -33.2% |
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