-20.9%
BITO vs PLUG
-96.7%
+75.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -10.5% | +6.9% | -2.1% |
| 7D | -9.2% | -23.4% | +14.2% | -5.8% |
| 30D | -15.9% | -23.4% | +7.5% | -12.9% |
| 3M | +7.3% | -51.7% | +59.1% | +18.3% |
| 6M | -15.2% | -72.0% | +56.8% | +0.1% |
| YTD | -23.8% | -43.7% | +19.9% | -19.8% |
| 1Y | -32.2% | -55.4% | +23.2% | -26.5% |
| 3Y | +55.1% | -68.0% | +123.1% | +50.1% |
| 5Y | -16.7% | -97.4% | +80.7% | +39.3% |
| All | -20.9% | -96.7% | +75.8% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 10y: compounded portfolio wealth divided by compounded PLUG 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…
10y analysis · Full analysis span regression · 6 months rolling