-23.4%
BITO vs QSR
+23.8%
-47.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.5% | -2.6% | +2.5% |
| 7D | -1.9% | +5.2% | -7.1% | -2.3% |
| 30D | -6.7% | +12.2% | -18.9% | -7.4% |
| 3M | +23.1% | +7.0% | +16.0% | +23.5% |
| 6M | -2.0% | -0.3% | -1.7% | -2.3% |
| YTD | -11.4% | +18.0% | -29.4% | -6.5% |
| 1Y | -23.4% | +22.6% | -46.0% | -19.5% |
| All | -23.4% | +23.8% | -47.2% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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