-16.2%
BITO vs M
-3.3%
-12.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -3.9% |
| 7D | -9.2% | +7.0% | -16.2% | -10.5% |
| 30D | -15.9% | +8.9% | -24.8% | -17.4% |
| 3M | +7.3% | +4.5% | +2.8% | +6.1% |
| 6M | -15.2% | +36.2% | -51.4% | -20.8% |
| YTD | -23.8% | +15.1% | -38.9% | -26.8% |
| 1Y | -32.2% | +27.4% | -59.6% | -36.4% |
| 3Y | +55.1% | +160.1% | -105.1% | +13.8% |
| All | -16.2% | -3.3% | -12.9% | -27.2% |
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