-9.4%
BITO vs RF
+61.9%
-71.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | +21.8% | -4.0% | +25.8% | +23.6% |
| 3M | +25.0% | +5.6% | +19.4% | +21.7% |
| 6M | +11.3% | +13.1% | -1.7% | +4.9% |
| YTD | -12.7% | +13.6% | -26.3% | -18.1% |
| 1Y | -32.3% | +16.0% | -48.3% | -37.2% |
| 3Y | +150.3% | +90.2% | +60.1% | +87.5% |
| All | -9.4% | +61.9% | -71.2% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling