-10.6%
BITO vs M
-6.9%
-3.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.7% | +3.4% | -0.5% |
| 7D | -5.8% | -8.8% | +3.0% | -4.2% |
| 30D | +21.1% | -16.4% | +37.5% | +25.1% |
| 3M | +23.5% | -10.8% | +34.3% | +25.7% |
| 6M | +8.3% | +16.1% | -7.8% | +4.4% |
| YTD | -13.9% | -5.3% | -8.6% | -14.0% |
| 1Y | -34.5% | +24.9% | -59.4% | -38.4% |
| 3Y | +147.0% | +97.5% | +49.5% | +93.0% |
| All | -10.6% | -6.9% | -3.6% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling