-15.4%
BITO vs QLD
+97.5%
-112.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.0% |
| 7D | -5.6% | -3.8% | -1.8% | -4.2% |
| 30D | -11.0% | -20.5% | +9.5% | -0.4% |
| 3M | +13.6% | -14.6% | +28.2% | +22.2% |
| 6M | -10.1% | -14.7% | +4.6% | -4.7% |
| YTD | -18.6% | +11.2% | -29.8% | -25.2% |
| 1Y | -33.1% | +7.1% | -40.2% | -37.4% |
| 3Y | +63.0% | +141.1% | -78.1% | -6.2% |
| 5Y | -13.5% | +84.3% | -97.8% | -43.4% |
| All | -15.4% | +97.5% | -112.9% | -44.6% |
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