-10.6%
BITO vs PM
+148.6%
-159.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -3.4% | +4.7% | -8.1% | -3.9% |
| 30D | +21.4% | +2.6% | +18.8% | +21.0% |
| 3M | +20.5% | +6.6% | +13.9% | +19.4% |
| 6M | +7.4% | +16.5% | -9.1% | +4.9% |
| YTD | -13.9% | +21.2% | -35.0% | -16.3% |
| 1Y | -35.1% | +17.9% | -53.0% | -36.6% |
| 3Y | +156.8% | +129.8% | +27.0% | +102.4% |
| All | -10.6% | +148.6% | -159.1% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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