-10.6%
BITO vs VEU
+55.1%
-65.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | +0.3% |
| 7D | -5.8% | -1.9% | -3.9% | -3.5% |
| 30D | +21.1% | -0.7% | +21.9% | +22.3% |
| 3M | +23.5% | +4.9% | +18.6% | +16.1% |
| 6M | +8.3% | +9.8% | -1.6% | -4.8% |
| YTD | -13.9% | +15.3% | -29.2% | -28.9% |
| 1Y | -34.5% | +23.0% | -57.6% | -50.3% |
| 3Y | +147.0% | +73.5% | +73.5% | +14.8% |
| All | -10.6% | +55.1% | -65.7% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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