+160.3%
BITO vs M
+106.8%
+53.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.1% |
| 7D | +1.1% | -4.1% | +5.1% | +1.4% |
| 30D | +21.8% | -13.6% | +35.4% | +23.5% |
| 3M | +25.0% | -2.3% | +27.3% | +25.1% |
| 6M | +11.3% | +21.9% | -10.6% | +8.9% |
| YTD | -12.7% | -0.6% | -12.1% | -13.0% |
| 1Y | -32.3% | +29.7% | -62.0% | -34.4% |
| All | +160.3% | +106.8% | +53.5% | +130.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling