-10.6%
BITO vs RF
+62.2%
-72.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -5.8% | -1.6% | -4.2% | -5.2% |
| 30D | +21.1% | -4.3% | +25.4% | +23.1% |
| 3M | +23.5% | +5.9% | +17.6% | +20.1% |
| 6M | +8.3% | +14.1% | -5.9% | +1.6% |
| YTD | -13.9% | +13.8% | -27.7% | -19.3% |
| 1Y | -34.5% | +15.2% | -49.8% | -39.1% |
| 3Y | +147.0% | +90.6% | +56.4% | +84.9% |
| All | -10.6% | +62.2% | -72.8% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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