-23.4%
BITO vs VSXY
+210.1%
-233.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.4% | -5.5% | +3.1% |
| 7D | -1.9% | +14.2% | -16.1% | -1.6% |
| 30D | -6.7% | +21.9% | -28.6% | -6.2% |
| 3M | +23.1% | +22.1% | +0.9% | +23.9% |
| 6M | -2.0% | +116.7% | -118.7% | +0.5% |
| YTD | -11.4% | +101.1% | -112.5% | -8.2% |
| 1Y | -23.4% | +208.0% | -231.4% | -13.7% |
| All | -23.4% | +210.1% | -233.5% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling