-10.6%
BITO vs VYM
+73.5%
-84.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.9% |
| 7D | -3.4% | -0.8% | -2.6% | -2.4% |
| 30D | +21.4% | -2.2% | +23.7% | +25.1% |
| 3M | +20.5% | +3.1% | +17.4% | +15.7% |
| 6M | +7.4% | +9.7% | -2.3% | -5.2% |
| YTD | -13.9% | +14.9% | -28.8% | -28.1% |
| 1Y | -35.1% | +17.6% | -52.6% | -47.4% |
| 3Y | +156.8% | +65.3% | +91.5% | +32.3% |
| All | -10.6% | +73.5% | -84.1% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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