-12.9%
BITO vs VST
+607.7%
-620.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.6% | -11.0% | -2.9% |
| 7D | -1.5% | -9.8% | +8.3% | +0.4% |
| 30D | -9.5% | -25.1% | +15.6% | -3.8% |
| 3M | +16.2% | -11.6% | +27.7% | +18.1% |
| 6M | -9.0% | -20.9% | +11.9% | -5.5% |
| YTD | -16.2% | -22.3% | +6.1% | -13.6% |
| 1Y | -27.6% | -32.0% | +4.4% | -23.0% |
| 3Y | +78.6% | +262.4% | -183.8% | -10.3% |
| 5Y | -4.0% | +563.4% | -567.4% | -61.8% |
| All | -12.9% | +607.7% | -620.7% | -64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling