-32.0%
BITO vs LIN
+25.4%
-57.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.4% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -9.5% | +7.6% | -17.1% | -10.4% |
| 3M | +13.5% | +6.5% | +6.9% | +12.6% |
| 6M | -8.6% | +6.2% | -14.8% | -9.4% |
| YTD | -17.2% | +23.2% | -40.5% | -20.0% |
| All | -32.0% | +25.4% | -57.4% | -33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling