-10.6%
BITO vs XEL
+34.8%
-45.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | -5.8% | -1.2% | -4.6% | -5.6% |
| 30D | +21.1% | -2.9% | +24.0% | +21.8% |
| 3M | +23.5% | -2.7% | +26.2% | +24.0% |
| 6M | +8.3% | -6.5% | +14.8% | +9.6% |
| YTD | -13.9% | +3.6% | -17.5% | -15.1% |
| 1Y | -34.5% | +7.5% | -42.0% | -36.2% |
| 3Y | +147.0% | +46.3% | +100.7% | +116.8% |
| All | -10.6% | +34.8% | -45.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling