-10.6%
BITO vs XHB
+35.0%
-45.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.9% |
| 7D | -3.4% | -4.6% | +1.2% | -0.8% |
| 30D | +21.4% | -9.1% | +30.5% | +28.0% |
| 3M | +20.5% | -8.6% | +29.1% | +25.6% |
| 6M | +7.4% | -4.0% | +11.4% | +7.9% |
| YTD | -13.9% | -3.9% | -9.9% | -14.2% |
| 1Y | -35.1% | -16.5% | -18.6% | -29.5% |
| 3Y | +156.8% | +22.6% | +134.3% | +105.9% |
| All | -10.6% | +35.0% | -45.5% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling