+156.8%
BITO vs RGEN
+2.2%
+154.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -3.4% | -1.4% | -2.0% | -3.2% |
| 30D | +21.4% | -0.3% | +21.7% | +21.5% |
| 3M | +20.5% | +23.9% | -3.4% | +16.4% |
| 6M | +7.4% | +38.5% | -31.2% | +1.3% |
| YTD | -13.9% | +0.8% | -14.7% | -14.5% |
| 1Y | -35.1% | +38.2% | -73.3% | -38.7% |
| 3Y | +156.8% | +1.3% | +155.5% | +151.7% |
| All | +156.8% | +2.2% | +154.6% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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