-29.9%
BITO vs MTB
+23.4%
-53.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.4% |
| 7D | +2.9% | +1.7% | +1.2% | +2.6% |
| 30D | +22.6% | -4.2% | +26.8% | +23.2% |
| 3M | +24.7% | +8.9% | +15.8% | +21.5% |
| 6M | +7.5% | +10.9% | -3.4% | +3.8% |
| YTD | -10.8% | +21.5% | -32.3% | -15.1% |
| 1Y | -29.9% | +21.9% | -51.8% | -35.9% |
| All | -29.9% | +23.4% | -53.3% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling