-14.1%
BITO vs LIN
+78.9%
-93.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.8% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -9.5% | +7.6% | -17.1% | -12.9% |
| 3M | +13.5% | +6.5% | +6.9% | +9.8% |
| 6M | -8.6% | +6.2% | -14.8% | -11.9% |
| YTD | -17.2% | +23.2% | -40.5% | -26.7% |
| 1Y | -30.5% | +25.4% | -55.9% | -39.1% |
| 3Y | +69.2% | +38.3% | +30.9% | +37.2% |
| 5Y | -14.1% | +64.4% | -78.6% | -39.0% |
| All | -14.1% | +78.9% | -93.0% | -47.3% |
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