-10.8%
BITO vs VG
+8.5%
-19.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.2% | +1.8% |
| 7D | -7.0% | +5.5% | -12.5% | -6.6% |
| 30D | -10.3% | -3.6% | -6.7% | -10.3% |
| 3M | +16.0% | -4.0% | +20.0% | +15.8% |
| 6M | -10.8% | +9.4% | -20.2% | -10.3% |
| All | -10.8% | +8.5% | -19.4% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 6mo: compounded portfolio wealth divided by compounded VG 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…
6mo analysis · Full analysis span regression · 6 months rolling