-10.6%
BITO vs WY
-27.2%
+16.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.3% | -0.2% |
| 7D | -5.8% | -3.7% | -2.1% | -4.3% |
| 30D | +21.1% | -11.3% | +32.4% | +27.4% |
| 3M | +23.5% | -8.1% | +31.6% | +27.1% |
| 6M | +8.3% | -7.4% | +15.7% | +10.4% |
| YTD | -13.9% | -4.7% | -9.2% | -14.0% |
| 1Y | -34.5% | -9.2% | -25.3% | -33.2% |
| 3Y | +147.0% | -24.7% | +171.7% | +173.7% |
| All | -10.6% | -27.2% | +16.6% | +7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling