-10.6%
BITO vs ITOT
+72.6%
-83.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -1.2% |
| 7D | -3.4% | -0.9% | -2.5% | -2.2% |
| 30D | +21.4% | -1.5% | +22.9% | +23.9% |
| 3M | +20.5% | +3.6% | +16.9% | +14.8% |
| 6M | +7.4% | +13.7% | -6.3% | -10.1% |
| YTD | -13.9% | +12.9% | -26.8% | -26.6% |
| 1Y | -35.1% | +17.2% | -52.2% | -47.2% |
| 3Y | +156.8% | +75.6% | +81.2% | +19.4% |
| All | -10.6% | +72.6% | -83.1% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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