-10.6%
BITO vs RVTY
-27.4%
+16.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -1.0% |
| 7D | -3.4% | -4.5% | +1.1% | -1.9% |
| 30D | +21.4% | +5.5% | +16.0% | +19.2% |
| 3M | +20.5% | +22.5% | -2.0% | +11.7% |
| 6M | +7.4% | +38.9% | -31.5% | -5.6% |
| YTD | -13.9% | +28.7% | -42.6% | -22.1% |
| 1Y | -35.1% | +45.5% | -80.6% | -43.9% |
| 3Y | +156.8% | +16.4% | +140.5% | +131.7% |
| All | -10.6% | -27.4% | +16.8% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 5y: compounded portfolio wealth divided by compounded RVTY 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…
5y analysis · Full analysis span regression · 6 months rolling