-13.6%
BITO vs USB
+24.1%
-37.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -4.0% | -4.2% |
| 7D | -6.3% | +1.2% | -7.5% | -6.8% |
| 30D | -14.6% | +6.3% | -20.9% | -16.8% |
| 3M | +11.4% | -6.1% | +17.6% | +14.1% |
| 6M | -13.3% | +13.0% | -26.3% | -18.2% |
| YTD | -20.9% | +16.6% | -37.5% | -26.5% |
| 1Y | -32.1% | +31.1% | -63.2% | -40.0% |
| 3Y | +58.2% | +100.9% | -42.7% | +18.4% |
| 5Y | -13.6% | +24.5% | -38.1% | -19.4% |
| All | -13.6% | +24.1% | -37.7% | -19.4% |
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