+156.8%
BITO vs FTV
-5.2%
+162.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -3.4% | -4.0% | +0.5% | -2.3% |
| 30D | +21.4% | -11.0% | +32.4% | +25.4% |
| 3M | +20.5% | -8.4% | +28.9% | +23.1% |
| 6M | +7.4% | -2.6% | +9.9% | +7.1% |
| YTD | -13.9% | -0.6% | -13.3% | -15.0% |
| 1Y | -35.1% | +11.0% | -46.0% | -39.0% |
| 3Y | +156.8% | -6.3% | +163.2% | +167.1% |
| All | +156.8% | -5.2% | +162.0% | +167.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling