+156.8%
BITO vs TRU
-1.3%
+158.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | -3.4% | -2.7% | -0.7% | -2.9% |
| 30D | +21.4% | -2.0% | +23.5% | +22.0% |
| 3M | +20.5% | +18.4% | +2.1% | +15.8% |
| 6M | +7.4% | +8.9% | -1.5% | +4.6% |
| YTD | -13.9% | -8.9% | -4.9% | -13.0% |
| 1Y | -35.1% | -15.9% | -19.2% | -33.4% |
| 3Y | +156.8% | -1.1% | +157.9% | +186.3% |
| All | +156.8% | -1.3% | +158.1% | +186.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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