-17.9%
BITO vs LIN
+79.7%
-97.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.6% | -4.0% |
| 7D | -6.3% | +0.2% | -6.6% | -6.4% |
| 30D | -14.6% | +6.2% | -20.8% | -17.2% |
| 3M | +11.4% | +9.3% | +2.1% | +6.4% |
| 6M | -13.3% | +4.4% | -17.7% | -15.6% |
| YTD | -20.9% | +23.7% | -44.7% | -30.1% |
| 1Y | -32.1% | +23.5% | -55.6% | -39.9% |
| 3Y | +58.2% | +35.8% | +22.4% | +29.9% |
| 5Y | -13.6% | +65.9% | -79.5% | -39.2% |
| All | -17.9% | +79.7% | -97.6% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 10y: compounded portfolio wealth divided by compounded LIN 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…
10y analysis · Full analysis span regression · 6 months rolling