-7.4%
BITO vs USB
+27.8%
-35.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.3% |
| 7D | +2.9% | +1.4% | +1.4% | +2.3% |
| 30D | +22.6% | -1.3% | +23.9% | +23.1% |
| 3M | +24.7% | +15.2% | +9.4% | +17.0% |
| 6M | +7.5% | +18.8% | -11.4% | -0.7% |
| YTD | -10.8% | +21.0% | -31.8% | -18.3% |
| 1Y | -29.9% | +34.0% | -63.9% | -38.7% |
| 3Y | +158.9% | +95.3% | +63.6% | +94.4% |
| All | -7.4% | +27.8% | -35.2% | -10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling