-10.6%
BITO vs TE
-54.6%
+44.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -3.4% | +0.2% | -3.7% | -3.6% |
| 30D | +21.4% | -5.9% | +27.3% | +21.9% |
| 3M | +20.5% | -45.6% | +66.1% | +28.1% |
| 6M | +7.4% | -43.4% | +50.7% | +9.6% |
| YTD | -13.9% | -31.0% | +17.1% | -15.6% |
| 1Y | -35.1% | +145.2% | -180.3% | -49.6% |
| 3Y | +156.8% | -24.1% | +180.9% | +115.8% |
| All | -10.6% | -54.6% | +44.0% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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