+156.8%
BITO vs XLC
+71.4%
+85.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.8% |
| 7D | -5.8% | -1.7% | -4.2% | -4.5% |
| 30D | +21.1% | +0.2% | +20.9% | +20.7% |
| 3M | +23.5% | +0.7% | +22.8% | +22.2% |
| 6M | +8.3% | -4.5% | +12.7% | +12.3% |
| YTD | -13.9% | -4.7% | -9.1% | -10.5% |
| 1Y | -34.5% | -1.5% | -33.0% | -33.8% |
| All | +156.8% | +71.4% | +85.4% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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