-29.9%
BITO vs XLB
+17.4%
-47.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.1% | -2.2% |
| 7D | +2.9% | -1.4% | +4.3% | +3.8% |
| 30D | +22.6% | -0.4% | +23.0% | +22.8% |
| 3M | +24.7% | +2.0% | +22.7% | +23.0% |
| 6M | +7.5% | +1.8% | +5.6% | +6.1% |
| YTD | -10.8% | +16.6% | -27.4% | -19.9% |
| 1Y | -29.9% | +16.9% | -46.8% | -36.9% |
| All | -29.9% | +17.4% | -47.3% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling