-9.4%
BITO vs VUG
+75.8%
-85.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.3% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | +21.8% | -1.7% | +23.5% | +24.0% |
| 3M | +25.0% | +2.8% | +22.2% | +21.0% |
| 6M | +11.3% | +13.6% | -2.3% | -3.3% |
| YTD | -12.7% | +8.1% | -20.8% | -19.5% |
| 1Y | -32.3% | +13.1% | -45.4% | -40.3% |
| 3Y | +150.3% | +87.0% | +63.4% | +25.0% |
| All | -9.4% | +75.8% | -85.1% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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