-7.4%
BITO vs P
+279.4%
-286.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.8% | -2.8% |
| 7D | +2.9% | +6.5% | -3.7% | +1.2% |
| 30D | +22.6% | +18.8% | +3.8% | +15.4% |
| 3M | +24.7% | +26.7% | -2.1% | +14.3% |
| 6M | +7.5% | +62.2% | -54.7% | -9.7% |
| YTD | -10.8% | +48.5% | -59.3% | -23.3% |
| 1Y | -29.9% | +26.4% | -56.3% | -38.4% |
| 3Y | +158.9% | +159.4% | -0.5% | +63.5% |
| All | -7.4% | +279.4% | -286.7% | -50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling