-9.1%
BITO vs PL
+78.5%
-87.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.6% |
| 7D | +1.5% | -7.5% | +9.1% | +2.6% |
| 30D | +20.0% | -25.6% | +45.6% | +25.4% |
| 3M | +22.8% | -45.6% | +68.4% | +33.5% |
| 6M | +13.1% | -29.5% | +42.6% | +14.7% |
| YTD | -12.5% | -9.7% | -2.8% | -15.0% |
| 1Y | -32.6% | +84.4% | -116.9% | -42.5% |
| 3Y | +151.0% | +550.0% | -399.0% | +48.2% |
| All | -9.1% | +78.5% | -87.6% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling