-9.4%
BITO vs VO
+39.7%
-49.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.8% |
| 7D | +1.1% | -0.6% | +1.6% | +1.9% |
| 30D | +21.8% | -1.9% | +23.7% | +24.9% |
| 3M | +25.0% | +3.3% | +21.8% | +19.8% |
| 6M | +11.3% | +9.7% | +1.7% | -1.6% |
| YTD | -12.7% | +12.6% | -25.3% | -25.0% |
| 1Y | -32.3% | +13.6% | -45.9% | -42.4% |
| 3Y | +150.3% | +56.8% | +93.5% | +41.4% |
| All | -9.4% | +39.7% | -49.1% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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