-23.4%
BITO vs UL
+1.7%
-25.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.3% | -0.4% | +3.1% |
| 7D | -1.9% | +4.7% | -6.6% | -1.7% |
| 30D | -6.7% | +11.6% | -18.3% | -6.4% |
| 3M | +23.1% | +5.3% | +17.7% | +23.3% |
| 6M | -2.0% | +16.0% | -18.1% | -0.6% |
| YTD | -11.4% | +5.0% | -16.3% | -13.7% |
| 1Y | -23.4% | +1.1% | -24.5% | -26.3% |
| All | -23.4% | +1.7% | -25.0% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling