-10.6%
BITO vs MKTX
-58.7%
+48.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | +21.4% | +0.7% | +20.7% | +21.2% |
| 3M | +20.5% | +40.8% | -20.3% | +9.9% |
| 6M | +7.4% | -8.0% | +15.4% | +9.3% |
| YTD | -13.9% | -8.7% | -5.1% | -12.4% |
| 1Y | -35.1% | -11.8% | -23.2% | -33.5% |
| 3Y | +156.8% | -24.0% | +180.9% | +161.5% |
| All | -10.6% | -58.7% | +48.1% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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