+111.5%
BITO vs USAR
+58.5%
+53.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.0% | +4.6% | -1.0% |
| 7D | -5.8% | -9.3% | +3.5% | -5.4% |
| 30D | +21.1% | -15.2% | +36.3% | +22.0% |
| 3M | +23.5% | -21.1% | +44.6% | +24.4% |
| 6M | +8.3% | -21.6% | +29.8% | +8.7% |
| YTD | -13.9% | +34.8% | -48.7% | -14.7% |
| 1Y | -34.5% | +15.6% | -50.2% | -34.7% |
| 3Y | +147.0% | +57.7% | +89.3% | +123.4% |
| All | +111.5% | +58.5% | +53.0% | +94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling