+151.0%
BITO vs RF
+92.1%
+59.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.5% |
| 7D | +1.5% | +2.7% | -1.1% | +0.6% |
| 30D | +20.0% | -3.4% | +23.4% | +21.3% |
| 3M | +22.8% | +6.4% | +16.4% | +19.4% |
| 6M | +13.1% | +13.4% | -0.3% | +6.9% |
| YTD | -12.5% | +14.2% | -26.7% | -17.6% |
| 1Y | -32.6% | +15.7% | -48.3% | -37.0% |
| 3Y | +151.0% | +91.3% | +59.7% | +109.8% |
| All | +151.0% | +92.1% | +59.0% | +109.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling