-32.3%
BITO vs PL
+99.3%
-131.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.2% |
| 7D | +1.1% | -13.9% | +14.9% | +3.1% |
| 30D | +21.8% | -25.5% | +47.2% | +26.8% |
| 3M | +25.0% | -44.8% | +69.8% | +35.2% |
| 6M | +11.3% | -33.3% | +44.7% | +11.8% |
| YTD | -12.7% | -12.7% | 0.0% | -17.1% |
| 1Y | -32.3% | +90.9% | -123.2% | -42.3% |
| All | -32.3% | +99.3% | -131.6% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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