-9.1%
BITO vs PM
+140.3%
-149.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.0% |
| 7D | +1.5% | -1.3% | +2.8% | +1.7% |
| 30D | +20.0% | -2.6% | +22.6% | +20.3% |
| 3M | +22.8% | +5.8% | +17.0% | +21.6% |
| 6M | +13.1% | +10.6% | +2.5% | +11.0% |
| YTD | -12.5% | +17.2% | -29.6% | -14.6% |
| 1Y | -32.6% | +17.6% | -50.2% | -34.3% |
| 3Y | +151.0% | +124.3% | +26.8% | +97.9% |
| All | -9.1% | +140.3% | -149.4% | -20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling