-10.6%
BITO vs FWONK
+81.4%
-91.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -3.4% | +0.1% | -3.5% | -3.5% |
| 30D | +21.4% | -7.7% | +29.2% | +25.2% |
| 3M | +20.5% | +5.7% | +14.8% | +17.4% |
| 6M | +7.4% | +13.5% | -6.1% | +1.3% |
| YTD | -13.9% | -3.0% | -10.9% | -13.6% |
| 1Y | -35.1% | -6.4% | -28.7% | -33.9% |
| 3Y | +156.8% | +43.8% | +113.0% | +110.9% |
| All | -10.6% | +81.4% | -91.9% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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