-34.9%
BITO vs Q
+79.8%
-114.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.6% |
| 7D | -3.4% | +4.9% | -8.4% | -4.5% |
| 30D | +21.4% | -11.0% | +32.4% | +24.4% |
| 3M | +20.5% | -15.2% | +35.7% | +23.4% |
| 6M | +7.4% | +8.8% | -1.5% | +0.7% |
| YTD | -13.9% | +55.1% | -69.0% | -27.8% |
| All | -34.9% | +79.8% | -114.6% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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