-10.6%
BITO vs LOW
-3.5%
-7.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -3.4% | -3.7% | +0.3% | -2.0% |
| 30D | +21.4% | -8.9% | +30.3% | +25.7% |
| 3M | +20.5% | -10.4% | +30.9% | +25.1% |
| 6M | +7.4% | -19.4% | +26.8% | +16.0% |
| YTD | -13.9% | -17.1% | +3.2% | -8.7% |
| 1Y | -35.1% | -26.3% | -8.8% | -27.6% |
| 3Y | +156.8% | -9.9% | +166.7% | +153.4% |
| All | -10.6% | -3.5% | -7.0% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling