-23.4%
BITO vs M
+36.6%
-59.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.6% | -4.7% | +2.1% |
| 7D | -1.9% | +8.3% | -10.2% | -2.7% |
| 30D | -6.7% | +14.2% | -20.9% | -7.9% |
| 3M | +23.1% | -1.1% | +24.2% | +22.9% |
| 6M | -2.0% | +36.6% | -38.6% | -4.7% |
| YTD | -11.4% | +19.8% | -31.2% | -13.0% |
| 1Y | -23.4% | +37.2% | -60.5% | -26.3% |
| All | -23.4% | +36.6% | -59.9% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling