-10.6%
BITO vs JBL
+397.8%
-408.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.4% | -0.4% |
| 7D | -5.8% | -1.0% | -4.8% | -5.5% |
| 30D | +21.1% | -15.1% | +36.2% | +27.6% |
| 3M | +23.5% | -14.0% | +37.5% | +28.1% |
| 6M | +8.3% | +20.6% | -12.3% | -2.3% |
| YTD | -13.9% | +32.9% | -46.8% | -25.3% |
| 1Y | -34.5% | +40.5% | -75.1% | -44.9% |
| 3Y | +147.0% | +183.7% | -36.7% | +38.8% |
| All | -10.6% | +397.8% | -408.4% | -66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling