-9.0%
BITO vs LIN
+4.2%
-13.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | -0.4% |
| 7D | -1.5% | +0.2% | -1.7% | -1.5% |
| 30D | -9.5% | +6.5% | -16.0% | -10.0% |
| 3M | +16.2% | +5.5% | +10.7% | +15.7% |
| 6M | -9.0% | +3.3% | -12.3% | -9.0% |
| All | -9.0% | +4.2% | -13.2% | -9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling