-9.4%
BITO vs RUN
-83.0%
+73.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +0.3% |
| 7D | +1.1% | -1.8% | +2.8% | +1.2% |
| 30D | +21.8% | -10.8% | +32.6% | +23.3% |
| 3M | +25.0% | -30.2% | +55.2% | +29.6% |
| 6M | +11.3% | -22.3% | +33.7% | +13.4% |
| YTD | -12.7% | -52.2% | +39.5% | -6.8% |
| 1Y | -32.3% | -45.1% | +12.8% | -29.4% |
| 3Y | +150.3% | -37.1% | +187.4% | +114.1% |
| All | -9.4% | -83.0% | +73.7% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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