-10.6%
BITO vs PSX
+277.8%
-288.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -3.4% | +1.7% | -5.2% | -3.7% |
| 30D | +21.4% | +15.6% | +5.8% | +18.3% |
| 3M | +20.5% | +46.5% | -26.0% | +12.2% |
| 6M | +7.4% | +55.0% | -47.6% | -1.7% |
| YTD | -13.9% | +105.3% | -119.2% | -25.8% |
| 1Y | -35.1% | +101.6% | -136.7% | -44.1% |
| 3Y | +156.8% | +134.1% | +22.7% | +108.8% |
| All | -10.6% | +277.8% | -288.4% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling