-20.9%
BITO vs ROIV
+543.8%
-564.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.4% |
| 7D | -9.2% | +1.7% | -10.9% | -9.5% |
| 30D | -15.9% | +17.6% | -33.5% | -18.1% |
| 3M | +7.3% | +9.0% | -1.6% | +5.4% |
| 6M | -15.2% | +35.3% | -50.5% | -19.9% |
| YTD | -23.8% | +82.2% | -105.9% | -31.5% |
| 1Y | -32.2% | +92.3% | -124.5% | -39.5% |
| 3Y | +55.1% | +336.8% | -281.7% | +21.8% |
| 5Y | -16.7% | +370.6% | -387.3% | -45.8% |
| All | -20.9% | +543.8% | -564.7% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling