-16.2%
BITO vs REPL
-35.0%
+18.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.6% |
| 7D | -9.2% | +1.2% | -10.5% | -9.3% |
| 30D | -15.9% | +92.2% | -108.1% | -17.4% |
| 3M | +7.3% | +44.1% | -36.8% | +6.1% |
| 6M | -15.2% | +313.0% | -328.2% | -20.3% |
| YTD | -23.8% | +125.2% | -149.0% | -28.7% |
| 1Y | -32.2% | +143.8% | -175.9% | -36.8% |
| 3Y | +55.1% | +104.2% | -49.1% | +24.8% |
| All | -16.2% | -35.0% | +18.8% | -17.6% |
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