-10.6%
BITO vs XRT
-1.7%
-8.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -1.0% |
| 7D | -3.4% | -3.2% | -0.2% | -1.2% |
| 30D | +21.4% | -4.5% | +25.9% | +25.2% |
| 3M | +20.5% | -3.1% | +23.6% | +22.4% |
| 6M | +7.4% | +4.2% | +3.1% | +3.2% |
| YTD | -13.9% | -0.1% | -13.8% | -14.4% |
| 1Y | -35.1% | -3.0% | -32.0% | -34.2% |
| 3Y | +156.8% | +41.8% | +115.0% | +94.9% |
| All | -10.6% | -1.7% | -8.8% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 10y: compounded portfolio wealth divided by compounded XRT 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…
10y analysis · Full analysis span regression · 6 months rolling