-15.4%
BITO vs VST
+643.9%
-659.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.1% |
| 7D | -5.6% | -6.0% | +0.4% | -4.8% |
| 30D | -11.0% | -18.8% | +7.8% | -7.2% |
| 3M | +13.6% | -8.0% | +21.6% | +14.4% |
| 6M | -10.1% | -10.9% | +0.9% | -9.4% |
| YTD | -18.6% | -18.3% | -0.2% | -17.2% |
| 1Y | -33.1% | -29.9% | -3.2% | -29.4% |
| 3Y | +63.0% | +290.3% | -227.3% | -20.0% |
| 5Y | -13.5% | +635.3% | -648.8% | -65.5% |
| All | -15.4% | +643.9% | -659.3% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 10y: compounded portfolio wealth divided by compounded VST 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…
10y analysis · Full analysis span regression · 6 months rolling