-35.1%
BITO vs UMC
+238.8%
-273.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.2% |
| 7D | -3.4% | +9.0% | -12.4% | -4.2% |
| 30D | +21.4% | +17.2% | +4.2% | +19.6% |
| 3M | +20.5% | +11.4% | +9.1% | +17.6% |
| 6M | +7.4% | +137.5% | -130.1% | -4.1% |
| YTD | -13.9% | +193.1% | -207.0% | -26.6% |
| 1Y | -35.1% | +240.3% | -275.4% | -44.5% |
| All | -35.1% | +238.8% | -273.9% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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