-20.9%
BITO vs URI
+232.1%
-252.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -3.1% |
| 7D | -9.2% | +6.7% | -15.9% | -11.4% |
| 30D | -15.9% | +8.9% | -24.8% | -18.7% |
| 3M | +7.3% | +0.5% | +6.8% | +6.5% |
| 6M | -15.2% | +20.7% | -35.9% | -22.2% |
| YTD | -23.8% | +40.0% | -63.8% | -35.7% |
| 1Y | -32.2% | +34.4% | -66.6% | -41.8% |
| 3Y | +55.1% | +149.5% | -94.4% | -1.9% |
| 5Y | -16.7% | +205.6% | -222.3% | -55.9% |
| All | -20.9% | +232.1% | -252.9% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling