-20.9%
BITO vs QLD
+100.2%
-121.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.1% | -2.3% |
| 7D | -9.2% | +7.0% | -16.2% | -12.6% |
| 30D | -15.9% | -14.3% | -1.6% | -9.6% |
| 3M | +7.3% | -16.0% | +23.3% | +16.5% |
| 6M | -15.2% | -14.2% | -1.0% | -10.3% |
| YTD | -23.8% | +12.8% | -36.5% | -30.5% |
| 1Y | -32.2% | +14.1% | -46.2% | -38.6% |
| 3Y | +55.1% | +146.0% | -90.9% | -11.7% |
| 5Y | -16.7% | +82.0% | -98.7% | -46.0% |
| All | -20.9% | +100.2% | -121.1% | -48.5% |
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