+156.4%
BITO vs MOD
+331.6%
-175.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.3% | -6.8% | -3.2% |
| 7D | +2.9% | +9.6% | -6.7% | +1.3% |
| 30D | +22.6% | 0.0% | +22.6% | +22.3% |
| 3M | +24.7% | -35.4% | +60.0% | +32.8% |
| 6M | +7.5% | -7.3% | +14.7% | +6.4% |
| YTD | -10.8% | +45.8% | -56.6% | -19.7% |
| 1Y | -29.9% | +43.1% | -73.0% | -37.1% |
| All | +156.4% | +331.6% | -175.2% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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