-9.4%
BITO vs QLD
+127.2%
-136.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | +1.1% | +1.9% | -0.8% | +0.1% |
| 30D | +21.8% | -1.8% | +23.6% | +22.8% |
| 3M | +25.0% | -0.1% | +25.1% | +23.3% |
| 6M | +11.3% | +32.6% | -21.2% | -6.3% |
| YTD | -12.7% | +27.9% | -40.6% | -24.9% |
| 1Y | -32.3% | +40.3% | -72.6% | -44.5% |
| 3Y | +150.3% | +182.5% | -32.1% | +32.6% |
| All | -9.4% | +127.2% | -136.5% | -44.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling