-7.4%
BITO vs M
+4.6%
-12.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.0% | -2.9% |
| 7D | +2.9% | +4.7% | -1.8% | +2.0% |
| 30D | +22.6% | -9.6% | +32.2% | +24.9% |
| 3M | +24.7% | +0.9% | +23.8% | +24.0% |
| 6M | +7.5% | +22.3% | -14.8% | +2.7% |
| YTD | -10.8% | +6.5% | -17.3% | -12.8% |
| 1Y | -29.9% | +38.8% | -68.7% | -35.3% |
| 3Y | +158.9% | +115.9% | +43.0% | +99.6% |
| All | -7.4% | +4.6% | -12.0% | -15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling