+156.8%
BITO vs PSX
+133.1%
+23.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -3.4% | +1.7% | -5.2% | -3.6% |
| 30D | +21.4% | +15.6% | +5.8% | +19.2% |
| 3M | +20.5% | +46.5% | -26.0% | +14.4% |
| 6M | +7.4% | +55.0% | -47.6% | +0.5% |
| YTD | -13.9% | +105.3% | -119.2% | -23.7% |
| 1Y | -35.1% | +101.6% | -136.7% | -42.5% |
| 3Y | +156.8% | +134.1% | +22.7% | +124.0% |
| All | +156.8% | +133.1% | +23.8% | +124.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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