-9.1%
BITO vs LIN
+61.1%
-70.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | +0.1% | -0.9% |
| 7D | +1.5% | -3.5% | +5.0% | +3.3% |
| 30D | +20.0% | -4.1% | +24.1% | +22.5% |
| 3M | +22.8% | -6.4% | +29.1% | +26.4% |
| 6M | +13.1% | -2.4% | +15.5% | +13.5% |
| YTD | -12.5% | +10.9% | -23.4% | -18.1% |
| 1Y | -32.6% | 0.0% | -32.6% | -33.3% |
| 3Y | +151.0% | +25.8% | +125.2% | +112.8% |
| All | -9.1% | +61.1% | -70.2% | -41.2% |
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