+156.8%
BITO vs PM
+129.7%
+27.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.3% |
| 7D | -5.8% | +1.9% | -7.7% | -5.8% |
| 30D | +21.1% | +1.9% | +19.2% | +21.2% |
| 3M | +23.5% | +4.6% | +18.9% | +23.6% |
| 6M | +8.3% | +11.7% | -3.4% | +7.9% |
| YTD | -13.9% | +20.4% | -34.2% | -13.5% |
| 1Y | -34.5% | +19.0% | -53.5% | -34.0% |
| All | +156.8% | +129.7% | +27.1% | +136.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling