-7.4%
BITO vs QLD
+128.9%
-136.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +2.9% | +0.6% | +2.3% | +2.6% |
| 30D | +22.6% | -0.1% | +22.7% | +22.5% |
| 3M | +24.7% | -8.4% | +33.0% | +28.7% |
| 6M | +7.5% | +32.2% | -24.7% | -9.4% |
| YTD | -10.8% | +28.9% | -39.7% | -23.5% |
| 1Y | -29.9% | +43.8% | -73.7% | -43.3% |
| 3Y | +158.9% | +176.6% | -17.7% | +38.9% |
| All | -7.4% | +128.9% | -136.3% | -43.3% |
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 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