-9.4%
BITO vs XME
+181.2%
-190.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.1% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | +21.8% | +1.4% | +20.4% | +20.6% |
| 3M | +25.0% | +2.7% | +22.3% | +22.3% |
| 6M | +11.3% | +6.5% | +4.8% | +5.4% |
| YTD | -12.7% | +15.2% | -27.9% | -21.1% |
| 1Y | -32.3% | +43.5% | -75.8% | -46.6% |
| 3Y | +150.3% | +135.9% | +14.5% | +44.0% |
| All | -9.4% | +181.2% | -190.6% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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