-10.6%
BITO vs JBL
+423.0%
-433.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.0% | -1.7% |
| 7D | -3.4% | +2.4% | -5.9% | -4.3% |
| 30D | +21.4% | -13.1% | +34.5% | +26.9% |
| 3M | +20.5% | -15.6% | +36.1% | +26.1% |
| 6M | +7.4% | +24.6% | -17.2% | -4.1% |
| YTD | -13.9% | +39.6% | -53.5% | -26.6% |
| 1Y | -35.1% | +48.6% | -83.7% | -46.5% |
| 3Y | +156.8% | +197.3% | -40.4% | +42.1% |
| All | -10.6% | +423.0% | -433.5% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 5y: compounded portfolio wealth divided by compounded JBL 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…
5y analysis · Full analysis span regression · 6 months rolling