-15.4%
BITO vs LIN
+79.4%
-94.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -5.6% | +2.0% | -7.6% | -6.5% |
| 30D | -11.0% | +7.9% | -18.9% | -14.4% |
| 3M | +13.6% | +6.3% | +7.3% | +10.0% |
| 6M | -10.1% | +6.5% | -16.5% | -13.4% |
| YTD | -18.6% | +23.6% | -42.1% | -27.9% |
| 1Y | -33.1% | +25.7% | -58.8% | -41.4% |
| 3Y | +63.0% | +35.6% | +27.4% | +33.9% |
| 5Y | -13.5% | +65.9% | -79.4% | -39.2% |
| All | -15.4% | +79.4% | -94.9% | -48.2% |
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