-10.6%
BITO vs XYL
-9.8%
-0.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.8% |
| 7D | -5.8% | -1.2% | -4.6% | -5.2% |
| 30D | +21.1% | -13.2% | +34.3% | +30.1% |
| 3M | +23.5% | -0.2% | +23.7% | +22.2% |
| 6M | +8.3% | -12.5% | +20.8% | +14.7% |
| YTD | -13.9% | -20.9% | +7.0% | -3.7% |
| 1Y | -34.5% | -21.6% | -13.0% | -26.4% |
| 3Y | +147.0% | +16.1% | +130.9% | +115.5% |
| All | -10.6% | -9.8% | -0.8% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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