-10.6%
BITO vs TRU
-32.9%
+22.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -5.8% | -9.4% | +3.6% | -2.6% |
| 30D | +21.1% | -4.1% | +25.2% | +22.9% |
| 3M | +23.5% | +13.6% | +9.9% | +17.3% |
| 6M | +8.3% | +3.6% | +4.7% | +5.3% |
| YTD | -13.9% | -9.8% | -4.1% | -12.4% |
| 1Y | -34.5% | -13.6% | -20.9% | -32.8% |
| 3Y | +147.0% | -2.0% | +149.0% | +136.9% |
| All | -10.6% | -32.9% | +22.3% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling