+156.8%
BITO vs ROST
+98.0%
+58.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.8% |
| 7D | -3.4% | +0.2% | -3.7% | -3.5% |
| 30D | +21.4% | -6.9% | +28.3% | +24.2% |
| 3M | +20.5% | -3.3% | +23.8% | +21.5% |
| 6M | +7.4% | +9.0% | -1.7% | +3.0% |
| YTD | -13.9% | +28.9% | -42.7% | -22.7% |
| 1Y | -35.1% | +54.0% | -89.0% | -46.0% |
| 3Y | +156.8% | +100.7% | +56.1% | +81.4% |
| All | +156.8% | +98.0% | +58.8% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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