-10.6%
BITO vs VSXY
+45.7%
-56.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.4% |
| 7D | -3.4% | +0.1% | -3.6% | -3.5% |
| 30D | +21.4% | -18.7% | +40.1% | +24.0% |
| 3M | +20.5% | -4.0% | +24.5% | +20.3% |
| 6M | +7.4% | +67.5% | -60.1% | -2.4% |
| YTD | -13.9% | +39.7% | -53.5% | -20.1% |
| 1Y | -35.1% | +180.0% | -215.0% | -46.7% |
| 3Y | +156.8% | +337.3% | -180.5% | +75.5% |
| All | -10.6% | +45.7% | -56.3% | -22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling