-7.4%
BITO vs RF
+64.7%
-72.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.4% |
| 7D | +2.9% | +1.3% | +1.6% | +2.3% |
| 30D | +22.6% | -3.6% | +26.2% | +24.3% |
| 3M | +24.7% | +8.1% | +16.6% | +20.2% |
| 6M | +7.5% | +11.5% | -4.0% | +1.9% |
| YTD | -10.8% | +15.6% | -26.4% | -16.9% |
| 1Y | -29.9% | +15.7% | -45.6% | -34.9% |
| 3Y | +158.9% | +86.9% | +72.0% | +95.6% |
| All | -7.4% | +64.7% | -72.1% | -25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling