+55.1%
BITO vs LIN
+37.9%
+17.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.8% |
| 7D | -9.2% | +2.1% | -11.3% | -9.7% |
| 30D | -15.9% | +6.8% | -22.7% | -17.4% |
| 3M | +7.3% | +10.4% | -3.0% | +4.5% |
| 6M | -15.2% | +3.2% | -18.4% | -16.0% |
| YTD | -23.8% | +24.6% | -48.4% | -29.0% |
| 1Y | -32.2% | +24.4% | -56.6% | -36.7% |
| 3Y | +55.1% | +36.7% | +18.3% | +61.9% |
| All | +55.1% | +37.9% | +17.2% | +61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling