-10.6%
BITO vs VIAV
+153.3%
-163.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | -0.7% |
| 7D | -3.4% | +11.2% | -14.6% | -5.5% |
| 30D | +21.4% | -10.1% | +31.5% | +23.3% |
| 3M | +20.5% | -22.9% | +43.4% | +24.9% |
| 6M | +7.4% | +28.8% | -21.4% | -3.2% |
| YTD | -13.9% | +117.5% | -131.3% | -33.2% |
| 1Y | -35.1% | +216.1% | -251.1% | -55.4% |
| 3Y | +156.8% | +292.2% | -135.4% | +57.2% |
| All | -10.6% | +153.3% | -163.8% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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