-9.4%
BITO vs VIG
+61.1%
-70.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.5% |
| 7D | +1.1% | -1.2% | +2.2% | +2.8% |
| 30D | +21.8% | -2.8% | +24.6% | +26.7% |
| 3M | +25.0% | +2.5% | +22.6% | +20.7% |
| 6M | +11.3% | +8.1% | +3.3% | -0.2% |
| YTD | -12.7% | +9.6% | -22.3% | -22.8% |
| 1Y | -32.3% | +14.2% | -46.5% | -43.3% |
| 3Y | +150.3% | +56.1% | +94.2% | +34.3% |
| All | -9.4% | +61.1% | -70.5% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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