-9.4%
BITO vs XRT
-2.3%
-7.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.9% |
| 7D | +1.1% | -2.4% | +3.5% | +2.8% |
| 30D | +21.8% | -6.9% | +28.7% | +27.8% |
| 3M | +25.0% | -0.4% | +25.4% | +24.6% |
| 6M | +11.3% | +2.2% | +9.1% | +8.6% |
| YTD | -12.7% | -0.7% | -12.0% | -12.8% |
| 1Y | -32.3% | -2.0% | -30.3% | -31.9% |
| 3Y | +150.3% | +41.0% | +109.3% | +90.7% |
| All | -9.4% | -2.3% | -7.0% | -17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling