-9.4%
BITO vs UL
+25.2%
-34.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.2% |
| 7D | +1.1% | -3.2% | +4.3% | +2.0% |
| 30D | +21.8% | -0.6% | +22.4% | +22.0% |
| 3M | +25.0% | +9.4% | +15.6% | +21.2% |
| 6M | +11.3% | -4.1% | +15.5% | +12.6% |
| YTD | -12.7% | -2.0% | -10.7% | -13.0% |
| 1Y | -32.3% | -9.0% | -23.3% | -30.8% |
| 3Y | +150.3% | +21.8% | +128.5% | +116.7% |
| All | -9.4% | +25.2% | -34.6% | -27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling