-9.4%
BITO vs VST
+755.5%
-764.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +1.1% | +5.3% | -4.3% | -0.2% |
| 30D | +21.8% | +5.8% | +16.0% | +19.9% |
| 3M | +25.0% | +3.5% | +21.5% | +23.2% |
| 6M | +11.3% | -7.4% | +18.7% | +11.9% |
| YTD | -12.7% | -6.1% | -6.6% | -13.1% |
| 1Y | -32.3% | -21.6% | -10.7% | -30.0% |
| 3Y | +150.3% | +357.2% | -206.8% | +18.8% |
| All | -9.4% | +755.5% | -764.8% | -64.5% |
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