-9.4%
BITO vs URI
+203.2%
-212.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.8% |
| 7D | +1.1% | +5.0% | -3.9% | -0.7% |
| 30D | +21.8% | -9.4% | +31.2% | +25.9% |
| 3M | +25.0% | -5.8% | +30.8% | +26.5% |
| 6M | +11.3% | +25.8% | -14.5% | -1.1% |
| YTD | -12.7% | +27.9% | -40.6% | -23.6% |
| 1Y | -32.3% | +9.7% | -42.0% | -37.0% |
| 3Y | +150.3% | +128.0% | +22.3% | +63.5% |
| All | -9.4% | +203.2% | -212.6% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling