-9.1%
BITO vs RACE
+88.2%
-97.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.4% |
| 7D | +1.5% | -1.0% | +2.6% | +2.1% |
| 30D | +20.0% | -1.5% | +21.6% | +21.0% |
| 3M | +22.8% | +15.5% | +7.3% | +14.4% |
| 6M | +13.1% | +17.3% | -4.2% | +3.8% |
| YTD | -12.5% | +11.1% | -23.6% | -18.3% |
| 1Y | -32.6% | -14.3% | -18.3% | -28.4% |
| 3Y | +151.0% | +40.2% | +110.9% | +75.9% |
| All | -9.1% | +88.2% | -97.3% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 5y: compounded portfolio wealth divided by compounded RACE 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…
5y analysis · Full analysis span regression · 6 months rolling