+111.5%
BITO vs USAR
+53.8%
+57.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.1% |
| 7D | -3.4% | -11.6% | +8.2% | -2.9% |
| 30D | +21.4% | -15.5% | +36.9% | +22.3% |
| 3M | +20.5% | -31.0% | +51.5% | +22.1% |
| 6M | +7.4% | -26.2% | +33.6% | +8.1% |
| YTD | -13.9% | +30.8% | -44.6% | -14.6% |
| 1Y | -35.1% | +7.1% | -42.2% | -35.1% |
| 3Y | +156.8% | +53.0% | +103.8% | +132.6% |
| All | +111.5% | +53.8% | +57.8% | +94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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