+156.8%
BITO vs RMBS
+55.3%
+101.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.3% |
| 7D | -3.4% | +1.8% | -5.2% | -3.8% |
| 30D | +21.4% | -13.9% | +35.3% | +24.6% |
| 3M | +20.5% | -39.8% | +60.3% | +31.0% |
| 6M | +7.4% | -6.0% | +13.4% | +3.0% |
| YTD | -13.9% | -5.4% | -8.5% | -18.1% |
| 1Y | -35.1% | -1.8% | -33.2% | -39.3% |
| 3Y | +156.8% | +53.7% | +103.2% | +105.2% |
| All | +156.8% | +55.3% | +101.5% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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