-12.9%
BITO vs VT
+57.5%
-70.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.8% |
| 7D | -1.5% | -2.3% | +0.9% | +2.0% |
| 30D | -9.5% | -5.0% | -4.6% | -2.3% |
| 3M | +16.2% | -4.9% | +21.0% | +25.4% |
| 6M | -9.0% | -1.5% | -7.4% | -6.8% |
| YTD | -16.2% | +8.5% | -24.6% | -25.2% |
| 1Y | -27.6% | +11.4% | -39.0% | -37.8% |
| 3Y | +78.6% | +70.1% | +8.5% | -18.5% |
| 5Y | -4.0% | +53.7% | -57.7% | -43.3% |
| All | -12.9% | +57.5% | -70.4% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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