-10.6%
BITO vs REPL
-55.5%
+44.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.4% | +7.0% | -1.1% |
| 7D | -5.8% | -13.4% | +7.6% | -5.5% |
| 30D | +21.1% | -3.0% | +24.1% | +21.1% |
| 3M | +23.5% | +56.3% | -32.8% | +20.6% |
| 6M | +8.3% | +60.9% | -52.6% | +2.2% |
| YTD | -13.9% | +36.2% | -50.1% | -18.3% |
| 1Y | -34.5% | +121.0% | -155.6% | -40.5% |
| 3Y | +147.0% | -32.8% | +179.8% | +126.6% |
| All | -10.6% | -55.5% | +44.9% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling