-7.4%
BITO vs LIN
+64.2%
-71.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.0% |
| 7D | +2.9% | -2.1% | +5.0% | +4.0% |
| 30D | +22.6% | -2.4% | +25.0% | +24.0% |
| 3M | +24.7% | -5.6% | +30.2% | +27.8% |
| 6M | +7.5% | -3.4% | +10.8% | +8.5% |
| YTD | -10.8% | +13.1% | -23.9% | -17.4% |
| 1Y | -29.9% | +2.5% | -32.4% | -31.6% |
| 3Y | +158.9% | +27.6% | +131.3% | +118.1% |
| All | -7.4% | +64.2% | -71.6% | -40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling