-10.8%
BITO vs RF
+45.4%
-56.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -7.0% | -1.3% | -5.7% | -6.5% |
| 30D | -10.2% | +4.6% | -14.8% | -11.8% |
| 3M | +16.2% | -8.4% | +24.7% | +20.2% |
| 6M | -10.7% | +8.9% | -19.5% | -14.5% |
| YTD | -17.4% | +8.8% | -26.2% | -21.2% |
| 1Y | -29.9% | +18.9% | -48.9% | -35.8% |
| 3Y | +65.4% | +116.0% | -50.6% | +18.2% |
| 5Y | -10.8% | +46.0% | -56.8% | -27.1% |
| All | -10.8% | +45.4% | -56.2% | -27.1% |
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