-7.4%
BITO vs ROIV
+468.9%
-476.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.7% |
| 7D | +2.9% | +0.6% | +2.2% | +2.8% |
| 30D | +22.6% | +1.0% | +21.6% | +22.3% |
| 3M | +24.7% | +18.3% | +6.4% | +21.0% |
| 6M | +7.5% | +18.3% | -10.9% | +4.1% |
| YTD | -10.8% | +61.0% | -71.8% | -17.8% |
| 1Y | -29.9% | +177.9% | -207.8% | -40.5% |
| 3Y | +158.9% | +199.1% | -40.1% | +113.7% |
| All | -7.4% | +468.9% | -476.3% | -38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling