-10.6%
BITO vs XEL
+35.0%
-45.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -3.4% | -0.3% | -3.2% | -3.4% |
| 30D | +21.4% | -3.9% | +25.4% | +22.4% |
| 3M | +20.5% | -2.8% | +23.3% | +21.0% |
| 6M | +7.4% | -5.4% | +12.8% | +8.4% |
| YTD | -13.9% | +3.8% | -17.6% | -15.1% |
| 1Y | -35.1% | +6.8% | -41.9% | -36.6% |
| 3Y | +156.8% | +45.6% | +111.2% | +125.9% |
| All | -10.6% | +35.0% | -45.5% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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