-10.6%
BITO vs RVMD
+638.4%
-648.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.0% |
| 7D | -5.8% | -3.6% | -2.2% | -5.2% |
| 30D | +21.1% | -1.1% | +22.2% | +21.3% |
| 3M | +23.5% | +41.0% | -17.5% | +15.7% |
| 6M | +8.3% | +105.7% | -97.4% | -7.1% |
| YTD | -13.9% | +155.3% | -169.2% | -30.4% |
| 1Y | -34.5% | +402.7% | -437.3% | -54.7% |
| 3Y | +147.0% | +533.1% | -386.1% | +54.3% |
| All | -10.6% | +638.4% | -648.9% | -51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling