-7.4%
BITO vs PL
+81.6%
-88.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.3% |
| 7D | +2.9% | -9.3% | +12.2% | +4.3% |
| 30D | +22.6% | -18.9% | +41.5% | +26.3% |
| 3M | +24.7% | -58.4% | +83.0% | +40.8% |
| 6M | +7.5% | -30.3% | +37.8% | +9.1% |
| YTD | -10.8% | -8.1% | -2.7% | -13.6% |
| 1Y | -29.9% | +180.5% | -210.4% | -45.0% |
| 3Y | +158.9% | +444.1% | -285.2% | +59.0% |
| All | -7.4% | +81.6% | -88.9% | -40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling