-11.5%
BITO vs USB
+21.6%
-33.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -1.5% | 0.0% | -1.5% | -1.4% |
| 30D | -9.5% | +5.8% | -15.4% | -11.6% |
| 3M | +16.2% | -6.0% | +22.1% | +18.8% |
| 6M | -9.0% | +7.8% | -16.7% | -12.4% |
| YTD | -16.2% | +14.6% | -30.7% | -21.5% |
| 1Y | -27.6% | +31.8% | -59.4% | -36.2% |
| 3Y | +78.6% | +91.5% | -12.9% | +36.2% |
| All | -11.5% | +21.6% | -33.0% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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