-10.6%
BITO vs JAAA
+26.5%
-37.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -5.8% | +0.1% | -5.9% | -6.0% |
| 30D | +21.1% | +0.4% | +20.7% | +19.7% |
| 3M | +23.5% | +1.2% | +22.3% | +19.5% |
| 6M | +8.3% | +2.7% | +5.6% | +0.9% |
| YTD | -13.9% | +3.2% | -17.0% | -20.6% |
| 1Y | -34.5% | +4.8% | -39.4% | -41.8% |
| 3Y | +147.0% | +19.0% | +128.0% | +77.6% |
| All | -10.6% | +26.5% | -37.1% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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