+28.2%
BITO vs UMAC
+473.8%
-445.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.1% |
| 7D | -3.4% | -3.4% | 0.0% | -3.3% |
| 30D | +21.4% | -15.1% | +36.5% | +22.0% |
| 3M | +20.5% | -10.8% | +31.3% | +19.9% |
| 6M | +7.4% | +15.7% | -8.3% | +2.8% |
| YTD | -13.9% | +80.1% | -94.0% | -20.4% |
| 1Y | -35.1% | +116.7% | -151.8% | -41.0% |
| All | +28.2% | +473.8% | -445.5% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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