+156.8%
BITO vs XLB
+30.6%
+126.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.5% |
| 7D | -5.8% | -3.5% | -2.3% | -3.4% |
| 30D | +21.1% | -4.7% | +25.8% | +25.2% |
| 3M | +23.5% | +2.7% | +20.8% | +21.0% |
| 6M | +8.3% | +2.6% | +5.7% | +5.9% |
| YTD | -13.9% | +12.8% | -26.7% | -21.1% |
| 1Y | -34.5% | +14.0% | -48.5% | -40.5% |
| All | +156.8% | +30.6% | +126.2% | +138.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling