-10.5%
BITO vs VG
+1.2%
-11.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.3% | -3.6% | -1.1% |
| 7D | -2.4% | -8.3% | +6.0% | -3.1% |
| 30D | -9.5% | -10.3% | +0.8% | -10.1% |
| 3M | +13.5% | -10.8% | +24.3% | +12.7% |
| All | -10.5% | +1.2% | -11.7% | -10.6% |
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