-23.4%
BITO vs QS
-71.4%
+48.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.5% | -4.6% | +0.8% |
| 7D | -1.9% | +4.5% | -6.4% | -3.1% |
| 30D | -6.7% | -4.1% | -2.6% | -6.0% |
| 3M | +23.1% | -22.1% | +45.2% | +30.9% |
| 6M | -2.0% | -38.4% | +36.4% | +7.3% |
| YTD | -11.4% | -57.5% | +46.1% | +13.6% |
| 1Y | -23.4% | -71.3% | +48.0% | +19.9% |
| All | -23.4% | -71.4% | +48.1% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling