-17.9%
BITO vs URI
+236.4%
-254.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -4.0% |
| 7D | -6.3% | +9.3% | -15.6% | -9.4% |
| 30D | -14.6% | +7.6% | -22.2% | -17.1% |
| 3M | +11.4% | +1.0% | +10.4% | +10.3% |
| 6M | -13.3% | +19.8% | -33.2% | -20.3% |
| YTD | -20.9% | +41.9% | -62.8% | -33.6% |
| 1Y | -32.1% | +33.4% | -65.5% | -41.5% |
| 3Y | +58.2% | +156.0% | -97.8% | -1.0% |
| 5Y | -13.6% | +209.5% | -223.1% | -54.5% |
| All | -17.9% | +236.4% | -254.3% | -58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling