-10.6%
BITO vs UPS
-34.8%
+24.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -3.4% | -2.0% | -1.5% | -2.8% |
| 30D | +21.4% | -2.0% | +23.4% | +22.2% |
| 3M | +20.5% | -6.2% | +26.7% | +22.7% |
| 6M | +7.4% | +2.8% | +4.6% | +5.4% |
| YTD | -13.9% | +5.9% | -19.8% | -17.0% |
| 1Y | -35.1% | +26.2% | -61.3% | -41.6% |
| 3Y | +156.8% | -26.0% | +182.8% | +175.6% |
| All | -10.6% | -34.8% | +24.2% | +2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling