-10.6%
BITO vs URA
+88.4%
-99.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.6% | +0.4% |
| 7D | -5.8% | -1.5% | -4.3% | -5.3% |
| 30D | +21.1% | -0.4% | +21.5% | +21.1% |
| 3M | +23.5% | +6.3% | +17.2% | +19.6% |
| 6M | +8.3% | -14.0% | +22.2% | +13.2% |
| YTD | -13.9% | +5.3% | -19.2% | -17.7% |
| 1Y | -34.5% | +11.7% | -46.2% | -40.3% |
| 3Y | +147.0% | +109.8% | +37.2% | +54.7% |
| All | -10.6% | +88.4% | -99.0% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 5y: compounded portfolio wealth divided by compounded URA 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…
5y analysis · Full analysis span regression · 6 months rolling