-10.6%
BITO vs VWO
+33.4%
-43.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.8% |
| 7D | -3.4% | -1.8% | -1.7% | -1.5% |
| 30D | +21.4% | -0.1% | +21.5% | +21.6% |
| 3M | +20.5% | +2.2% | +18.3% | +17.4% |
| 6M | +7.4% | +8.8% | -1.4% | -2.9% |
| YTD | -13.9% | +12.4% | -26.3% | -24.9% |
| 1Y | -35.1% | +15.6% | -50.6% | -45.1% |
| 3Y | +156.8% | +62.5% | +94.3% | +41.9% |
| All | -10.6% | +33.4% | -43.9% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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