+156.8%
BITO vs RSG
+57.7%
+99.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -3.4% | 0.0% | -3.5% | -3.4% |
| 30D | +21.4% | +4.0% | +17.5% | +21.3% |
| 3M | +20.5% | +7.4% | +13.1% | +20.1% |
| 6M | +7.4% | +0.1% | +7.3% | +8.2% |
| YTD | -13.9% | +6.0% | -19.9% | -14.1% |
| 1Y | -35.1% | -3.0% | -32.1% | -34.0% |
| 3Y | +156.8% | +56.5% | +100.3% | +162.1% |
| All | +156.8% | +57.7% | +99.1% | +162.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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