-35.1%
BITO vs XLB
+14.5%
-49.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.3% |
| 7D | -3.4% | -2.8% | -0.6% | -1.5% |
| 30D | +21.4% | -3.1% | +24.5% | +24.0% |
| 3M | +20.5% | -0.2% | +20.7% | +20.5% |
| 6M | +7.4% | +3.1% | +4.3% | +4.5% |
| YTD | -13.9% | +13.3% | -27.1% | -21.3% |
| 1Y | -35.1% | +12.0% | -47.1% | -39.2% |
| All | -35.1% | +14.5% | -49.5% | -39.2% |
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