-14.1%
BITO vs VST
+659.4%
-673.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.3% | -8.6% | -3.0% |
| 7D | -2.4% | -0.5% | -1.8% | -2.8% |
| 30D | -9.5% | -17.1% | +7.5% | -6.2% |
| 3M | +13.5% | -4.6% | +18.1% | +13.2% |
| 6M | -8.6% | -9.1% | +0.5% | -8.3% |
| YTD | -17.2% | -16.6% | -0.6% | -16.2% |
| 1Y | -30.5% | -29.5% | -1.1% | -26.7% |
| 3Y | +69.2% | +297.5% | -228.3% | -17.3% |
| 5Y | -14.1% | +654.5% | -668.7% | -65.8% |
| All | -14.1% | +659.4% | -673.5% | -65.7% |
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