-10.6%
BITO vs VTRS
+49.5%
-60.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -3.4% | -2.2% | -1.3% | -2.9% |
| 30D | +21.4% | +3.3% | +18.1% | +20.5% |
| 3M | +20.5% | +2.0% | +18.5% | +19.7% |
| 6M | +7.4% | +19.9% | -12.6% | +2.1% |
| YTD | -13.9% | +35.7% | -49.6% | -20.8% |
| 1Y | -35.1% | +68.1% | -103.2% | -43.6% |
| 3Y | +156.8% | +87.1% | +69.7% | +111.2% |
| All | -10.6% | +49.5% | -60.0% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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