+156.8%
BITO vs UL
+20.7%
+136.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -3.4% | -3.4% | 0.0% | -3.4% |
| 30D | +21.4% | +0.5% | +20.9% | +21.4% |
| 3M | +20.5% | +7.2% | +13.3% | +20.5% |
| 6M | +7.4% | -3.1% | +10.4% | +7.3% |
| YTD | -13.9% | -2.7% | -11.2% | -14.3% |
| 1Y | -35.1% | -10.2% | -24.8% | -35.0% |
| 3Y | +156.8% | +20.3% | +136.6% | +134.0% |
| All | +156.8% | +20.7% | +136.1% | +134.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling