-14.2%
BITO vs QLD
+106.6%
-120.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.6% | -3.3% | -1.1% |
| 7D | -7.0% | -1.2% | -5.8% | -7.0% |
| 30D | -10.2% | -15.7% | +5.5% | -2.6% |
| 3M | +16.2% | -10.0% | +26.3% | +21.6% |
| 6M | -10.7% | -11.2% | +0.5% | -7.3% |
| YTD | -17.4% | +16.4% | -33.7% | -25.9% |
| 1Y | -29.9% | +12.7% | -42.6% | -36.2% |
| 3Y | +65.4% | +152.3% | -86.9% | -7.1% |
| 5Y | -10.8% | +91.8% | -102.5% | -43.0% |
| All | -14.2% | +106.6% | -120.8% | -45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling