-10.6%
BITO vs REPL
-56.6%
+46.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.1% |
| 7D | -3.4% | -14.1% | +10.7% | -3.1% |
| 30D | +21.4% | -15.2% | +36.6% | +21.8% |
| 3M | +20.5% | +49.9% | -29.4% | +17.8% |
| 6M | +7.4% | +63.5% | -56.2% | +1.2% |
| YTD | -13.9% | +32.9% | -46.8% | -18.3% |
| 1Y | -35.1% | +115.0% | -150.0% | -41.0% |
| 3Y | +156.8% | -34.7% | +191.5% | +135.9% |
| All | -10.6% | -56.6% | +46.0% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling