-9.1%
BITO vs VSH
+79.5%
-88.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.6% |
| 7D | +1.5% | +6.2% | -4.7% | -0.2% |
| 30D | +20.0% | -11.1% | +31.2% | +23.4% |
| 3M | +22.8% | -44.9% | +67.7% | +41.3% |
| 6M | +13.1% | +90.0% | -76.9% | -18.4% |
| YTD | -12.5% | +118.8% | -131.3% | -40.6% |
| 1Y | -32.6% | +109.0% | -141.5% | -53.7% |
| 3Y | +151.0% | +35.6% | +115.4% | +102.5% |
| All | -9.1% | +79.5% | -88.6% | -38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling