-9.1%
BITO vs MOD
+1,524.6%
-1,533.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.6% |
| 7D | +1.5% | +6.3% | -4.8% | +0.4% |
| 30D | +20.0% | -1.7% | +21.7% | +20.1% |
| 3M | +22.8% | -30.1% | +52.9% | +29.6% |
| 6M | +13.1% | +2.7% | +10.4% | +9.7% |
| YTD | -12.5% | +44.1% | -56.5% | -21.7% |
| 1Y | -32.6% | +38.7% | -71.3% | -39.7% |
| 3Y | +151.0% | +309.8% | -158.7% | +68.0% |
| All | -9.1% | +1,524.6% | -1,533.7% | -59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling