-29.9%
BITO vs M
+46.1%
-76.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.0% | -2.7% |
| 7D | +2.9% | +4.7% | -1.8% | +2.4% |
| 30D | +22.6% | -9.6% | +32.2% | +24.0% |
| 3M | +24.7% | +0.9% | +23.8% | +24.2% |
| 6M | +7.5% | +22.3% | -14.8% | +4.8% |
| YTD | -10.8% | +6.5% | -17.3% | -11.7% |
| 1Y | -29.9% | +38.8% | -68.7% | -34.6% |
| All | -29.9% | +46.1% | -76.0% | -34.6% |
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