+156.8%
BITO vs RVMD
+537.4%
-380.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -3.4% | -3.0% | -0.5% | -3.2% |
| 30D | +21.4% | -0.7% | +22.1% | +21.5% |
| 3M | +20.5% | +36.5% | -16.1% | +16.8% |
| 6M | +7.4% | +104.6% | -97.2% | -0.5% |
| YTD | -13.9% | +155.8% | -169.7% | -22.7% |
| 1Y | -35.1% | +340.7% | -375.7% | -45.9% |
| 3Y | +156.8% | +519.9% | -363.1% | +104.4% |
| All | +156.8% | +537.4% | -380.6% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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