-9.4%
BITO vs FTV
+2.1%
-11.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | +0.3% |
| 7D | +1.1% | -1.3% | +2.3% | +1.8% |
| 30D | +21.8% | -9.5% | +31.3% | +27.9% |
| 3M | +25.0% | -10.9% | +35.9% | +31.6% |
| 6M | +11.3% | -0.6% | +12.0% | +10.0% |
| YTD | -12.7% | +1.4% | -14.1% | -15.8% |
| 1Y | -32.3% | +17.6% | -49.9% | -40.7% |
| 3Y | +150.3% | -3.3% | +153.6% | +142.5% |
| All | -9.4% | +2.1% | -11.5% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling