+11.7%
BITO vs U
+114.0%
-102.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.1% |
| 7D | +1.5% | +4.5% | -2.9% | +1.2% |
| 30D | +20.0% | -0.6% | +20.6% | +19.8% |
| 3M | +22.8% | +48.4% | -25.7% | +17.9% |
| All | +11.7% | +114.0% | -102.3% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 6mo: compounded portfolio wealth divided by compounded U 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…
6mo analysis · Full analysis span regression · 6 months rolling