-12.9%
BITO vs QLD
+87.1%
-100.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -1.8% |
| 7D | -1.5% | -10.3% | +8.8% | +3.9% |
| 30D | -9.5% | -26.1% | +16.5% | +5.3% |
| 3M | +16.2% | -17.8% | +33.9% | +27.7% |
| 6M | -9.0% | -15.6% | +6.6% | -2.9% |
| YTD | -16.2% | +5.4% | -21.5% | -20.6% |
| 1Y | -27.6% | +5.2% | -32.8% | -31.5% |
| 3Y | +78.6% | +139.4% | -60.9% | +3.0% |
| 5Y | -4.0% | +66.7% | -70.7% | -35.4% |
| All | -12.9% | +87.1% | -100.1% | -41.2% |
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