-23.4%
BITO vs QLD
+13.1%
-36.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +1.9% |
| 7D | -1.9% | -9.4% | +7.5% | +3.3% |
| 30D | -6.7% | -17.1% | +10.3% | +2.8% |
| 3M | +23.1% | -10.4% | +33.5% | +29.9% |
| 6M | -2.0% | +0.7% | -2.8% | -7.5% |
| YTD | -11.4% | +17.7% | -29.1% | -26.1% |
| 1Y | -23.4% | +14.7% | -38.0% | -35.0% |
| All | -23.4% | +13.1% | -36.5% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 1y: compounded portfolio wealth divided by compounded QLD 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…
1y analysis · Full analysis span regression · 6 months rolling