+156.8%
BITO vs UMC
+261.2%
-104.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.3% |
| 7D | -3.4% | +9.0% | -12.4% | -4.6% |
| 30D | +21.4% | +17.2% | +4.2% | +18.5% |
| 3M | +20.5% | +11.4% | +9.1% | +16.7% |
| 6M | +7.4% | +137.5% | -130.1% | -9.9% |
| YTD | -13.9% | +193.1% | -207.0% | -32.1% |
| 1Y | -35.1% | +240.3% | -275.4% | -50.8% |
| 3Y | +156.8% | +262.2% | -105.4% | +85.1% |
| All | +156.8% | +261.2% | -104.4% | +85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling