+156.8%
BITO vs LOW
-10.2%
+167.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -3.4% | -3.7% | +0.3% | -2.6% |
| 30D | +21.4% | -8.9% | +30.3% | +24.0% |
| 3M | +20.5% | -10.4% | +30.9% | +23.4% |
| 6M | +7.4% | -19.4% | +26.8% | +12.9% |
| YTD | -13.9% | -17.1% | +3.2% | -10.7% |
| 1Y | -35.1% | -26.3% | -8.8% | -29.7% |
| 3Y | +156.8% | -9.9% | +166.7% | +156.5% |
| All | +156.8% | -10.2% | +167.0% | +156.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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