-10.6%
BITO vs VSH
+90.0%
-100.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.1% | -1.6% |
| 7D | -3.4% | +4.8% | -8.2% | -4.7% |
| 30D | +21.4% | -0.7% | +22.1% | +21.1% |
| 3M | +20.5% | -43.1% | +63.6% | +37.8% |
| 6M | +7.4% | +91.8% | -84.4% | -22.3% |
| YTD | -13.9% | +131.6% | -145.5% | -42.5% |
| 1Y | -35.1% | +118.1% | -153.1% | -55.8% |
| 3Y | +156.8% | +40.9% | +115.9% | +106.4% |
| All | -10.6% | +90.0% | -100.5% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 5y: compounded portfolio wealth divided by compounded VSH 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…
5y analysis · Full analysis span regression · 6 months rolling