-16.2%
BITO vs P
+279.3%
-295.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -3.1% |
| 7D | -9.2% | +11.6% | -20.8% | -11.9% |
| 30D | -15.9% | -23.7% | +7.7% | -10.7% |
| 3M | +7.3% | -8.0% | +15.3% | +7.3% |
| 6M | -15.2% | +27.9% | -43.1% | -24.2% |
| YTD | -23.8% | +61.2% | -84.9% | -36.8% |
| 1Y | -32.2% | +28.6% | -60.8% | -41.4% |
| 3Y | +55.1% | +200.5% | -145.4% | -7.7% |
| All | -16.2% | +279.3% | -295.5% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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