-10.6%
BITO vs XHB
+32.9%
-43.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | 0.0% |
| 7D | -5.8% | -5.2% | -0.6% | -2.9% |
| 30D | +21.1% | -12.1% | +33.3% | +30.2% |
| 3M | +23.5% | -6.2% | +29.7% | +26.7% |
| 6M | +8.3% | -6.7% | +15.0% | +10.6% |
| YTD | -13.9% | -5.5% | -8.4% | -13.4% |
| 1Y | -34.5% | -15.6% | -18.9% | -29.4% |
| 3Y | +147.0% | +22.0% | +125.0% | +98.0% |
| All | -10.6% | +32.9% | -43.4% | -32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling