-35.1%
BITO vs USFR
+4.1%
-39.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | +1.9% |
| 7D | -3.4% | +0.1% | -3.6% | -0.2% |
| 30D | +21.4% | +0.4% | +21.1% | +32.1% |
| 3M | +20.5% | +1.0% | +19.5% | +56.9% |
| 6M | +7.4% | +2.0% | +5.4% | +75.9% |
| YTD | -13.9% | +2.8% | -16.6% | +48.8% |
| 1Y | -35.1% | +4.1% | -39.2% | +36.3% |
| All | -35.1% | +4.1% | -39.2% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling