-10.6%
BITO vs WY
-27.0%
+16.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -3.4% | -4.2% | +0.7% | -1.7% |
| 30D | +21.4% | -10.1% | +31.5% | +27.0% |
| 3M | +20.5% | -8.5% | +29.0% | +24.2% |
| 6M | +7.4% | -3.3% | +10.7% | +7.3% |
| YTD | -13.9% | -4.4% | -9.5% | -14.1% |
| 1Y | -35.1% | -11.5% | -23.6% | -32.8% |
| 3Y | +156.8% | -24.3% | +181.1% | +183.8% |
| All | -10.6% | -27.0% | +16.4% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 5y: compounded portfolio wealth divided by compounded WY 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…
5y analysis · Full analysis span regression · 6 months rolling