+156.8%
BITO vs QSR
+25.8%
+131.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -3.4% | -4.0% | +0.6% | -2.8% |
| 30D | +21.4% | +2.8% | +18.7% | +21.1% |
| 3M | +20.5% | +5.1% | +15.4% | +19.7% |
| 6M | +7.4% | +8.8% | -1.4% | +6.2% |
| YTD | -13.9% | +14.8% | -28.7% | -15.5% |
| 1Y | -35.1% | +25.7% | -60.8% | -37.6% |
| 3Y | +156.8% | +27.5% | +129.3% | +140.7% |
| All | +156.8% | +25.8% | +131.0% | +140.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling