-9.4%
BITO vs JCI
+118.1%
-127.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.2% |
| 7D | +1.1% | +4.1% | -3.0% | -0.8% |
| 30D | +21.8% | -3.8% | +25.6% | +23.6% |
| 3M | +25.0% | -1.6% | +26.7% | +24.9% |
| 6M | +11.3% | +9.5% | +1.8% | +4.6% |
| YTD | -12.7% | +21.7% | -34.4% | -22.8% |
| 1Y | -32.3% | +37.1% | -69.4% | -43.9% |
| 3Y | +150.3% | +165.2% | -14.8% | +42.3% |
| All | -9.4% | +118.1% | -127.4% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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