-9.4%
BITO vs RVTY
-27.7%
+18.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.3% | +0.6% |
| 7D | +1.1% | -5.4% | +6.5% | +3.0% |
| 30D | +21.8% | +6.7% | +15.0% | +19.1% |
| 3M | +25.0% | +19.0% | +6.0% | +17.1% |
| 6M | +11.3% | +34.6% | -23.3% | -1.0% |
| YTD | -12.7% | +28.3% | -41.0% | -20.9% |
| 1Y | -32.3% | +46.0% | -78.3% | -41.6% |
| 3Y | +150.3% | +16.9% | +133.5% | +125.2% |
| All | -9.4% | -27.7% | +18.3% | -1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling