-10.6%
BITO vs VICR
+32.9%
-43.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.2% | -11.2% | -1.8% |
| 7D | -3.4% | +5.0% | -8.4% | -4.4% |
| 30D | +21.4% | -12.5% | +33.9% | +23.3% |
| 3M | +20.5% | -33.6% | +54.1% | +26.1% |
| 6M | +7.4% | +10.7% | -3.3% | -0.3% |
| YTD | -13.9% | +80.6% | -94.4% | -27.7% |
| 1Y | -35.1% | +288.4% | -323.4% | -53.7% |
| 3Y | +156.8% | +213.8% | -57.0% | +77.4% |
| All | -10.6% | +32.9% | -43.5% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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