-29.9%
BITO vs UPS
+27.3%
-57.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.3% |
| 7D | +2.9% | -2.9% | +5.8% | +3.2% |
| 30D | +22.6% | -3.5% | +26.1% | +23.0% |
| 3M | +24.7% | -5.7% | +30.4% | +25.0% |
| 6M | +7.5% | -4.4% | +11.8% | +6.8% |
| YTD | -10.8% | +8.0% | -18.8% | -13.9% |
| 1Y | -29.9% | +29.0% | -58.9% | -37.9% |
| All | -29.9% | +27.3% | -57.2% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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